+176.6%
CIEN vs MSTU
-93.7%
+270.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.5% | -0.6% |
| 7D | -4.6% | +12.9% | -17.5% | -6.2% |
| 30D | -12.8% | +68.3% | -81.2% | -18.2% |
| 3M | -23.1% | +0.4% | -23.4% | -24.6% |
| 6M | +6.1% | -41.5% | +47.6% | +8.8% |
| YTD | +44.5% | -61.7% | +106.2% | +46.7% |
| 1Y | +176.6% | -93.7% | +270.3% | +256.5% |
| All | +176.6% | -93.7% | +270.3% | +256.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling