+87.9%
CIEN vs MSI
+843.2%
-755.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +5.9% | +5.7% |
| 7D | -24.1% | +4.7% | -28.8% | -26.6% |
| 30D | -45.5% | +14.8% | -60.2% | -50.4% |
| 3M | -39.7% | +8.8% | -48.5% | -43.6% |
| 6M | -57.8% | +19.3% | -77.1% | -63.6% |
| YTD | +4.1% | +35.3% | -31.3% | -17.2% |
| 1Y | +20.8% | +33.8% | -13.0% | -3.2% |
| 3Y | +463.1% | +74.4% | +388.7% | +277.7% |
| 5Y | +302.3% | +120.5% | +181.8% | +130.6% |
| 10Y | +1,164.4% | +685.2% | +479.2% | +211.2% |
| All | +87.9% | +843.2% | -755.2% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling