+506.7%
CIEN vs MSI
+100.4%
+406.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.9% |
| 7D | -5.3% | -5.8% | +0.5% | -2.2% |
| 30D | -17.2% | -1.0% | -16.3% | -17.0% |
| 3M | -26.9% | +14.2% | -41.0% | -33.0% |
| 6M | +16.0% | +1.0% | +15.0% | +13.6% |
| YTD | +45.9% | +21.5% | +24.5% | +26.5% |
| 1Y | +186.8% | -2.1% | +188.9% | +186.4% |
| 3Y | +607.8% | +69.3% | +538.4% | +374.1% |
| 5Y | +506.7% | +99.3% | +407.4% | +250.0% |
| All | +506.7% | +100.4% | +406.3% | +250.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling