+1,184.7%
CIEN vs MTSI
+454.4%
+730.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.6% |
| 7D | -9.3% | -3.8% | -5.5% | -7.7% |
| 30D | -39.5% | -31.4% | -8.1% | -29.5% |
| 3M | -29.8% | -23.8% | -6.1% | -21.2% |
| 6M | -50.4% | -37.1% | -13.3% | -40.3% |
| YTD | +16.3% | +32.2% | -15.9% | +8.4% |
| 1Y | +30.4% | +26.9% | +3.4% | +23.5% |
| 3Y | +516.6% | +193.7% | +322.8% | +353.2% |
| 5Y | +349.8% | +218.0% | +131.7% | +217.2% |
| 10Y | +1,184.7% | +477.8% | +706.9% | +587.4% |
| All | +1,184.7% | +454.4% | +730.3% | +587.4% |
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