+615.8%
CIEN vs MKSI
+190.8%
+425.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.4% | +3.3% |
| 7D | +8.9% | +2.7% | +6.2% | +7.3% |
| 30D | -19.1% | -12.8% | -6.3% | -12.4% |
| 3M | -21.5% | -22.5% | +1.0% | -10.1% |
| 6M | +2.8% | +19.4% | -16.6% | -5.8% |
| YTD | +49.5% | +67.7% | -18.3% | +15.7% |
| 1Y | +163.8% | +131.4% | +32.4% | +75.0% |
| 3Y | +615.8% | +197.3% | +418.5% | +310.9% |
| All | +615.8% | +190.8% | +425.0% | +310.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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