+529.9%
CIEN vs MAS
+67.0%
+462.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.6% | -14.9% | -10.9% |
| 7D | -25.0% | +14.2% | -39.2% | -28.5% |
| 30D | -30.1% | +26.8% | -57.0% | -36.1% |
| 3M | -33.8% | +13.1% | -46.9% | -36.9% |
| 6M | -49.4% | +27.9% | -77.4% | -54.7% |
| YTD | +16.4% | +38.7% | -22.3% | -1.5% |
| 1Y | +48.9% | +40.4% | +8.5% | +25.0% |
| All | +529.9% | +67.0% | +462.9% | +376.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling