+382.4%
CIEN vs MSTU
-90.8%
+473.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.3% | +8.3% | +1.7% |
| 7D | -9.3% | -21.7% | +12.4% | -7.4% |
| 30D | -39.5% | -42.8% | +3.3% | -36.7% |
| 3M | -29.8% | +21.4% | -51.2% | -32.6% |
| 6M | -50.4% | -74.1% | +23.7% | -46.3% |
| YTD | +16.3% | -72.4% | +88.7% | +19.8% |
| 1Y | +30.4% | -90.1% | +120.4% | +45.5% |
| All | +382.4% | -90.8% | +473.1% | +433.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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