+569.7%
CIEN vs MOS
-29.5%
+599.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | -15.2% | +9.5% | -24.7% | -16.6% |
| 30D | -21.5% | +10.4% | -31.9% | -23.0% |
| 3M | -40.1% | +12.9% | -53.0% | -41.7% |
| 6M | -6.6% | +1.2% | -7.8% | -7.8% |
| YTD | +37.3% | +9.3% | +27.9% | +32.6% |
| 1Y | +174.5% | -18.0% | +192.5% | +181.0% |
| All | +569.7% | -29.5% | +599.2% | +556.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling