+607.8%
CIEN vs MSI
+69.3%
+538.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.7% |
| 7D | -5.3% | -5.8% | +0.5% | -3.2% |
| 30D | -17.2% | -1.0% | -16.3% | -17.0% |
| 3M | -26.9% | +14.2% | -41.0% | -31.2% |
| 6M | +16.0% | +1.0% | +15.0% | +15.3% |
| YTD | +45.9% | +21.5% | +24.5% | +31.4% |
| 1Y | +186.8% | -2.1% | +188.9% | +193.6% |
| 3Y | +607.8% | +69.3% | +538.4% | +443.5% |
| All | +607.8% | +69.3% | +538.5% | +443.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling