+110.2%
CIEN vs MAS
+976.9%
-866.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.6% | -14.9% | -12.1% |
| 7D | -25.0% | +14.2% | -39.2% | -30.5% |
| 30D | -30.1% | +26.8% | -57.0% | -38.8% |
| 3M | -33.8% | +13.1% | -46.9% | -38.8% |
| 6M | -49.4% | +27.9% | -77.4% | -56.7% |
| YTD | +16.4% | +38.7% | -22.3% | -5.7% |
| 1Y | +48.9% | +40.4% | +8.5% | +19.6% |
| 3Y | +520.1% | +66.1% | +454.0% | +348.2% |
| 5Y | +347.6% | +47.4% | +300.2% | +235.2% |
| 10Y | +1,314.2% | +238.3% | +1,075.9% | +566.8% |
| All | +110.2% | +976.9% | -866.7% | -63.0% |
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