+386.4%
CIEN vs MOS
-29.3%
+415.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +8.9% |
| 7D | +8.7% | +5.5% | +3.3% | +7.9% |
| 30D | -26.9% | +21.0% | -47.9% | -29.2% |
| 3M | -23.6% | -0.5% | -23.1% | -23.8% |
| 6M | -49.1% | +6.6% | -55.7% | -50.0% |
| YTD | +26.6% | -2.8% | +29.4% | +25.2% |
| 1Y | +42.7% | -8.1% | +50.8% | +42.3% |
| 3Y | +570.8% | -25.6% | +596.4% | +576.1% |
| 5Y | +386.4% | -29.8% | +416.2% | +389.2% |
| All | +386.4% | -29.3% | +415.8% | +389.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling