+785.1%
CIEN vs MOH
+1,330.6%
-545.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.7% |
| 7D | +5.4% | -1.3% | +6.7% | +5.6% |
| 30D | -13.7% | +3.0% | -16.6% | -14.3% |
| 3M | -23.0% | +1.2% | -24.2% | -23.6% |
| 6M | -0.8% | +41.7% | -42.6% | -9.7% |
| YTD | +43.1% | +15.4% | +27.6% | +33.7% |
| 1Y | +157.6% | +11.8% | +145.8% | +139.7% |
| 3Y | +593.8% | -37.5% | +631.3% | +598.3% |
| 5Y | +520.6% | -20.6% | +541.2% | +475.5% |
| 10Y | +1,444.6% | +255.8% | +1,188.8% | +770.1% |
| All | +785.1% | +1,330.6% | -545.5% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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