+683.9%
CIEN vs MSFU
+72.2%
+611.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.6% | +6.9% |
| 7D | -5.3% | -3.2% | -2.1% | -4.8% |
| 30D | -17.2% | -3.1% | -14.1% | -17.1% |
| 3M | -26.9% | +35.3% | -62.1% | -34.1% |
| 6M | +16.0% | +31.6% | -15.6% | +2.4% |
| YTD | +45.9% | -9.5% | +55.5% | +45.7% |
| 1Y | +186.8% | -18.4% | +205.2% | +197.2% |
| 3Y | +607.8% | +26.9% | +580.8% | +505.1% |
| All | +683.9% | +72.2% | +611.6% | +491.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling