+421.2%
CIEN vs MSTU
-91.8%
+513.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.9% | +12.2% | +0.4% |
| 7D | +27.4% | -23.0% | +50.4% | +30.1% |
| 30D | -26.6% | -47.7% | +21.1% | -22.6% |
| 3M | -32.0% | +12.5% | -44.5% | -34.2% |
| 6M | -49.1% | -76.1% | +27.0% | -44.6% |
| YTD | +25.7% | -75.5% | +101.2% | +30.7% |
| 1Y | +40.3% | -90.1% | +130.4% | +56.6% |
| All | +421.2% | -91.8% | +513.0% | +482.5% |
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