+637.3%
CIEN vs MSFU
+76.3%
+560.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +2.2% |
| 7D | -15.2% | -5.7% | -9.5% | -14.1% |
| 30D | -21.5% | +4.2% | -25.7% | -22.9% |
| 3M | -40.1% | +27.9% | -68.0% | -44.9% |
| 6M | -6.6% | +37.1% | -43.7% | -18.6% |
| YTD | +37.3% | -7.4% | +44.6% | +36.3% |
| 1Y | +174.5% | -19.6% | +194.2% | +187.2% |
| 3Y | +562.3% | +33.2% | +529.1% | +458.9% |
| All | +637.3% | +76.3% | +560.9% | +453.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling