+306.6%
CIEN vs MKSI
+2,229.0%
-1,922.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.5% |
| 7D | -4.6% | +6.6% | -11.2% | -7.7% |
| 30D | -12.8% | -8.2% | -4.6% | -8.4% |
| 3M | -23.1% | -16.4% | -6.7% | -16.0% |
| 6M | +6.1% | +23.0% | -16.9% | -4.4% |
| YTD | +44.5% | +68.2% | -23.7% | +10.4% |
| 1Y | +176.6% | +148.6% | +28.1% | +71.6% |
| 3Y | +601.0% | +196.0% | +405.0% | +264.8% |
| 5Y | +509.1% | +87.4% | +421.8% | +273.8% |
| 10Y | +1,460.5% | +523.8% | +936.7% | +297.6% |
| All | +306.6% | +2,229.0% | -1,922.3% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling