+78.2%
CIEN vs MAS
+939.8%
-861.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.4% | -11.8% | -13.5% |
| 7D | -34.0% | +4.6% | -38.5% | -35.7% |
| 30D | -48.0% | +19.9% | -67.9% | -53.1% |
| 3M | -43.5% | +8.9% | -52.4% | -46.7% |
| 6M | -57.6% | +20.2% | -77.8% | -62.5% |
| YTD | -1.3% | +33.9% | -35.2% | -18.5% |
| 1Y | +17.9% | +34.7% | -16.8% | -3.1% |
| 3Y | +425.8% | +60.4% | +365.4% | +287.6% |
| 5Y | +281.5% | +43.5% | +238.1% | +190.3% |
| 10Y | +1,099.0% | +226.7% | +872.3% | +476.6% |
| All | +78.2% | +939.8% | -861.6% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling