+1,296.9%
CIEN vs MTSI
+514.0%
+782.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.3% | -0.2% |
| 7D | -15.2% | +1.4% | -16.6% | -15.6% |
| 30D | -21.5% | +2.1% | -23.6% | -22.4% |
| 3M | -40.1% | -29.7% | -10.3% | -32.0% |
| 6M | -6.6% | +12.5% | -19.1% | -9.9% |
| YTD | +37.3% | +57.0% | -19.8% | +18.3% |
| 1Y | +174.5% | +103.9% | +70.6% | +117.5% |
| 3Y | +562.3% | +223.6% | +338.7% | +358.4% |
| 5Y | +463.9% | +321.6% | +142.4% | +257.5% |
| All | +1,296.9% | +514.0% | +782.8% | +588.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling