+1,146.8%
CIEN vs MOS
-3.5%
+1,150.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.7% |
| 7D | +15.3% | -2.0% | +17.2% | +15.7% |
| 30D | -22.0% | +15.3% | -37.3% | -24.8% |
| 3M | -36.6% | +1.5% | -38.1% | -37.5% |
| 6M | -51.5% | -2.0% | -49.5% | -52.0% |
| YTD | +20.0% | -6.5% | +26.5% | +18.5% |
| 1Y | +44.5% | -11.1% | +55.5% | +43.9% |
| 3Y | +539.0% | -30.3% | +569.3% | +555.0% |
| 5Y | +356.8% | -33.5% | +390.3% | +350.3% |
| All | +1,146.8% | -3.5% | +1,150.3% | +917.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling