+463.1%
CIEN vs MAS
+58.1%
+405.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +6.0% |
| 7D | -24.1% | +2.0% | -26.1% | -24.7% |
| 30D | -45.5% | +19.4% | -64.9% | -49.1% |
| 3M | -39.7% | +9.4% | -49.1% | -42.0% |
| 6M | -57.8% | +15.3% | -73.1% | -60.7% |
| YTD | +4.1% | +31.3% | -27.2% | -10.3% |
| 1Y | +20.8% | +34.9% | -14.0% | +2.5% |
| 3Y | +463.1% | +58.6% | +404.5% | +333.3% |
| All | +463.1% | +58.1% | +405.0% | +333.3% |
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