+505.0%
CIEN vs MSTU
-86.5%
+591.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -8.6% | +15.0% | +7.0% |
| 7D | -5.3% | +16.1% | -21.4% | -7.2% |
| 30D | -17.2% | +68.7% | -85.9% | -22.1% |
| 3M | -26.9% | -11.0% | -15.9% | -28.2% |
| 6M | +16.0% | -33.4% | +49.4% | +15.3% |
| YTD | +45.9% | -59.5% | +105.4% | +46.5% |
| 1Y | +186.8% | -93.4% | +280.2% | +230.3% |
| All | +505.0% | -86.5% | +591.5% | +553.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling