+1,184.7%
CIEN vs MSI
+670.3%
+514.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -9.3% | +7.4% | -16.7% | -13.2% |
| 30D | -39.5% | +18.7% | -58.2% | -45.4% |
| 3M | -29.8% | +14.5% | -44.3% | -35.6% |
| 6M | -50.4% | +38.1% | -88.5% | -59.7% |
| YTD | +16.3% | +38.7% | -22.4% | -6.9% |
| 1Y | +30.4% | +35.4% | -5.1% | +5.8% |
| 3Y | +516.6% | +75.1% | +441.5% | +321.8% |
| 5Y | +349.8% | +126.4% | +223.4% | +158.7% |
| 10Y | +1,184.7% | +671.4% | +513.3% | +235.2% |
| All | +1,184.7% | +670.3% | +514.4% | +235.2% |
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