+128.6%
CIEN vs MSI
+881.1%
-752.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.3% | +7.9% |
| 7D | +8.7% | +7.7% | +1.0% | +3.5% |
| 30D | -26.9% | +19.9% | -46.8% | -35.2% |
| 3M | -23.6% | +14.9% | -38.5% | -30.8% |
| 6M | -49.1% | +37.2% | -86.3% | -59.4% |
| YTD | +26.6% | +40.8% | -14.2% | -1.6% |
| 1Y | +42.7% | +38.1% | +4.6% | +12.3% |
| 3Y | +570.8% | +77.7% | +493.1% | +345.8% |
| 5Y | +386.4% | +129.0% | +257.4% | +173.0% |
| 10Y | +1,261.7% | +671.3% | +590.5% | +239.5% |
| All | +128.6% | +881.1% | -752.5% | -60.2% |
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 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