+40.3%
CIEN vs MOS
-11.5%
+51.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.8% |
| 7D | +27.4% | -2.6% | +29.9% | +27.3% |
| 30D | -26.6% | +13.5% | -40.0% | -26.2% |
| 3M | -32.0% | -2.9% | -29.1% | -30.3% |
| 6M | -49.1% | -1.0% | -48.1% | -48.2% |
| YTD | +25.7% | -7.2% | +32.9% | +28.7% |
| 1Y | +40.3% | -11.4% | +51.7% | +44.6% |
| All | +40.3% | -11.5% | +51.8% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling