-49.1%
CIEN vs MSFU
+46.9%
-96.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.8% | +13.6% | +9.2% |
| 7D | +8.7% | -12.7% | +21.4% | +10.2% |
| 30D | -26.9% | -9.0% | -17.9% | -26.2% |
| 3M | -23.6% | +2.9% | -26.5% | -22.8% |
| 6M | -49.1% | +43.5% | -92.6% | -50.0% |
| All | -49.1% | +46.9% | -96.0% | -50.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling