+48.9%
CIEN vs MSI
+28.6%
+20.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.2% | -10.5% | -9.1% |
| 7D | -25.0% | +2.8% | -27.9% | -24.8% |
| 30D | -30.1% | +9.1% | -39.3% | -29.4% |
| 3M | -33.8% | +12.5% | -46.3% | -33.0% |
| 6M | -49.4% | +14.2% | -63.7% | -48.2% |
| YTD | +16.4% | +30.7% | -14.3% | +25.1% |
| 1Y | +48.9% | +27.5% | +21.3% | +80.9% |
| All | +48.9% | +28.6% | +20.3% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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