+505.0%
CIEN vs MSTZ
-99.2%
+604.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.2% | -1.9% | +6.9% |
| 7D | -5.3% | -25.4% | +20.1% | -7.1% |
| 30D | -17.2% | -60.9% | +43.6% | -22.2% |
| 3M | -26.9% | -54.2% | +27.3% | -28.7% |
| 6M | +16.0% | -65.0% | +81.0% | +13.5% |
| YTD | +45.9% | -76.5% | +122.4% | +43.3% |
| 1Y | +186.8% | -23.4% | +210.2% | +217.7% |
| All | +505.0% | -99.2% | +604.2% | +518.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 3y: compounded portfolio wealth divided by compounded MSTZ 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…
3y analysis · Full analysis span regression · 6 months rolling