+477.0%
CIEN vs MAS
+32.0%
+445.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.3% |
| 7D | -15.2% | -0.8% | -14.4% | -14.9% |
| 30D | -21.5% | -5.6% | -15.9% | -19.6% |
| 3M | -40.1% | +4.4% | -44.5% | -42.0% |
| 6M | -6.6% | +7.2% | -13.8% | -11.2% |
| YTD | +37.3% | +16.1% | +21.1% | +23.8% |
| 1Y | +174.5% | +0.1% | +174.4% | +165.6% |
| 3Y | +562.3% | +28.3% | +534.0% | +452.4% |
| All | +477.0% | +32.0% | +445.0% | +339.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling