+1,188.7%
CIEN vs MTSI
+512.4%
+676.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.0% | +1.6% | +7.1% |
| 7D | -5.3% | +3.5% | -8.8% | -6.3% |
| 30D | -40.1% | -30.3% | -9.8% | -30.6% |
| 3M | -34.7% | -26.0% | -8.7% | -25.9% |
| 6M | -50.9% | -36.1% | -14.8% | -41.3% |
| YTD | +15.2% | +34.3% | -19.1% | +6.7% |
| 1Y | +35.2% | +35.3% | -0.1% | +25.4% |
| 3Y | +522.6% | +217.6% | +304.9% | +347.1% |
| 5Y | +344.2% | +210.1% | +134.1% | +214.4% |
| 10Y | +1,188.7% | +471.4% | +717.2% | +595.8% |
| All | +1,188.7% | +512.4% | +676.3% | +595.8% |
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