+469.0%
CIEN vs MSTZ
-99.3%
+568.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +1.3% |
| 7D | -15.2% | -29.7% | +14.5% | -17.0% |
| 30D | -21.5% | -65.3% | +43.8% | -26.8% |
| 3M | -40.1% | -57.3% | +17.3% | -41.7% |
| 6M | -6.6% | -61.6% | +55.1% | -7.6% |
| YTD | +37.3% | -78.3% | +115.5% | +34.0% |
| 1Y | +174.5% | -30.2% | +204.8% | +202.0% |
| All | +469.0% | -99.3% | +568.3% | +478.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling