+522.6%
CIEN vs MOS
-24.9%
+547.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.8% | +8.8% | +10.5% |
| 7D | -5.3% | +19.7% | -24.9% | -7.5% |
| 30D | -40.1% | +21.5% | -61.6% | -41.8% |
| 3M | -34.7% | -0.4% | -34.3% | -34.4% |
| 6M | -50.9% | +4.5% | -55.4% | -51.3% |
| YTD | +15.2% | -2.9% | +18.1% | +14.2% |
| 1Y | +35.2% | -7.7% | +42.9% | +35.2% |
| 3Y | +522.6% | -25.6% | +548.2% | +502.1% |
| All | +522.6% | -24.9% | +547.5% | +502.1% |
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