+569.7%
CIEN vs MTSI
+224.7%
+345.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.3% | -1.2% |
| 7D | -15.2% | +1.4% | -16.6% | -16.0% |
| 30D | -21.5% | +2.1% | -23.6% | -23.4% |
| 3M | -40.1% | -29.7% | -10.3% | -25.7% |
| 6M | -6.6% | +12.5% | -19.1% | -15.4% |
| YTD | +37.3% | +57.0% | -19.8% | +0.5% |
| 1Y | +174.5% | +103.9% | +70.6% | +71.0% |
| All | +569.7% | +224.7% | +345.0% | +234.9% |
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