-49.1%
CIEN vs MSTZ
-8.3%
-40.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.8% | -13.5% | +0.1% |
| 7D | +27.4% | +25.6% | +1.8% | +29.3% |
| 30D | -26.6% | +50.6% | -77.1% | -23.9% |
| 3M | -32.0% | -64.5% | +32.6% | -30.9% |
| 6M | -49.1% | -14.0% | -35.0% | -44.1% |
| All | -49.1% | -8.3% | -40.8% | -44.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling