+87.9%
CIEN vs MOS
-5.0%
+92.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.3% | +5.4% |
| 7D | -24.1% | +21.6% | -45.7% | -29.8% |
| 30D | -45.5% | +12.0% | -57.5% | -48.4% |
| 3M | -39.7% | -3.9% | -35.8% | -40.4% |
| 6M | -57.8% | -3.3% | -54.5% | -58.7% |
| YTD | +4.1% | -4.6% | +8.7% | +0.8% |
| 1Y | +20.8% | -7.0% | +27.8% | +17.5% |
| 3Y | +463.1% | -24.4% | +487.6% | +465.1% |
| 5Y | +302.3% | -32.1% | +334.4% | +286.5% |
| 10Y | +1,164.4% | +10.3% | +1,154.0% | +753.4% |
| All | +87.9% | -5.0% | +92.9% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling