+147.9%
CIEN vs MOS
+8.9%
+139.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.7% |
| 7D | -15.2% | +9.5% | -24.7% | -17.7% |
| 30D | -21.5% | +10.4% | -31.9% | -24.3% |
| 3M | -40.1% | +12.9% | -53.0% | -43.0% |
| 6M | -6.6% | +1.2% | -7.8% | -8.7% |
| YTD | +37.3% | +9.3% | +27.9% | +29.8% |
| 1Y | +174.5% | -18.0% | +192.5% | +182.8% |
| 3Y | +562.3% | -29.0% | +591.3% | +589.8% |
| 5Y | +463.9% | -9.6% | +473.5% | +397.9% |
| 10Y | +1,302.4% | +6.1% | +1,296.3% | +885.5% |
| All | +147.9% | +8.9% | +139.0% | +8.9% |
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