+463.1%
CIEN vs MTSI
+181.3%
+281.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.8% | -5.4% | -2.0% |
| 7D | -24.1% | -10.0% | -14.1% | -18.3% |
| 30D | -45.5% | -37.2% | -8.3% | -25.1% |
| 3M | -39.7% | -30.1% | -9.7% | -23.1% |
| 6M | -57.8% | -31.9% | -25.9% | -46.7% |
| YTD | +4.1% | +23.2% | -19.1% | -9.7% |
| 1Y | +20.8% | +26.4% | -5.6% | +3.6% |
| 3Y | +463.1% | +186.2% | +277.0% | +225.7% |
| All | +463.1% | +181.3% | +281.8% | +225.7% |
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