+147.9%
CIEN vs MAS
+801.8%
-653.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.2% |
| 7D | -15.2% | -0.8% | -14.4% | -14.9% |
| 30D | -21.5% | -5.6% | -15.9% | -19.3% |
| 3M | -40.1% | +4.4% | -44.5% | -42.2% |
| 6M | -6.6% | +7.2% | -13.8% | -11.5% |
| YTD | +37.3% | +16.1% | +21.1% | +23.4% |
| 1Y | +174.5% | +0.1% | +174.4% | +164.5% |
| 3Y | +562.3% | +28.3% | +534.0% | +452.1% |
| 5Y | +463.9% | +30.5% | +433.5% | +355.0% |
| 10Y | +1,302.4% | +139.1% | +1,163.2% | +695.9% |
| All | +147.9% | +801.8% | -653.9% | -51.5% |
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