+1,349.8%
CIEN vs MTSI
+896.6%
+453.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -18.4% | +3.1% | -8.5% |
| 7D | -34.0% | -24.6% | -9.4% | -26.4% |
| 30D | -48.0% | -45.7% | -2.3% | -34.6% |
| 3M | -43.5% | -27.7% | -15.8% | -35.9% |
| 6M | -57.6% | -37.3% | -20.3% | -49.5% |
| YTD | -1.3% | +11.1% | -12.4% | -1.7% |
| 1Y | +17.9% | +27.2% | -9.3% | +12.7% |
| 3Y | +425.8% | +153.7% | +272.1% | +311.5% |
| 5Y | +281.5% | +159.0% | +122.5% | +191.7% |
| 10Y | +1,099.0% | +405.6% | +693.4% | +562.4% |
| All | +1,349.8% | +896.6% | +453.2% | +528.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling