+174.5%
CIEN vs MSFU
-18.4%
+193.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +1.3% |
| 7D | -15.2% | -5.7% | -9.5% | -14.9% |
| 30D | -21.5% | +4.2% | -25.7% | -21.9% |
| 3M | -40.1% | +27.9% | -68.0% | -41.1% |
| 6M | -6.6% | +37.1% | -43.7% | -10.5% |
| YTD | +37.3% | -7.4% | +44.6% | +48.4% |
| 1Y | +174.5% | -19.6% | +194.2% | +209.7% |
| All | +174.5% | -18.4% | +193.0% | +209.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling