+386.4%
CIEN vs MTSI
+247.2%
+139.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +10.3% | -1.5% | +2.1% |
| 7D | +8.7% | +7.2% | +1.6% | +3.9% |
| 30D | -26.9% | -18.4% | -8.5% | -16.8% |
| 3M | -23.6% | -16.7% | -6.9% | -14.1% |
| 6M | -49.1% | -31.7% | -17.4% | -36.3% |
| YTD | +26.6% | +45.9% | -19.3% | +0.7% |
| 1Y | +42.7% | +47.0% | -4.3% | +13.5% |
| 3Y | +570.8% | +224.1% | +346.8% | +244.8% |
| 5Y | +386.4% | +238.5% | +147.9% | +121.4% |
| All | +386.4% | +247.2% | +139.2% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling