+1,146.8%
CIEN vs MSI
+664.3%
+482.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.7% | -4.7% |
| 7D | +15.3% | +3.2% | +12.0% | +13.5% |
| 30D | -22.0% | +17.6% | -39.6% | -29.0% |
| 3M | -36.6% | +14.5% | -51.2% | -41.9% |
| 6M | -51.5% | +34.3% | -85.7% | -59.9% |
| YTD | +20.0% | +39.7% | -19.8% | -4.4% |
| 1Y | +44.5% | +40.2% | +4.3% | +14.8% |
| 3Y | +539.0% | +77.1% | +461.9% | +334.6% |
| 5Y | +356.8% | +124.0% | +232.8% | +164.8% |
| All | +1,146.8% | +664.3% | +482.5% | +233.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling