+434.0%
CIEN vs MTSI
+153.8%
+280.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -18.4% | +3.1% | -2.5% |
| 7D | -34.0% | -24.6% | -9.4% | -19.5% |
| 30D | -48.0% | -45.7% | -2.3% | -20.9% |
| 3M | -43.5% | -27.7% | -15.8% | -29.8% |
| 6M | -57.6% | -37.3% | -20.3% | -43.1% |
| YTD | -1.3% | +11.1% | -12.4% | -7.8% |
| 1Y | +17.9% | +27.2% | -9.3% | +1.5% |
| All | +434.0% | +153.8% | +280.2% | +232.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling