+1,428.8%
CIEN vs MTSI
+1,004.6%
+424.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.8% | -5.4% | +1.5% |
| 7D | -24.1% | -10.0% | -14.1% | -20.8% |
| 30D | -45.5% | -37.2% | -8.3% | -35.0% |
| 3M | -39.7% | -30.1% | -9.7% | -30.7% |
| 6M | -57.8% | -31.9% | -25.9% | -51.3% |
| YTD | +4.1% | +23.2% | -19.1% | -0.2% |
| 1Y | +20.8% | +26.4% | -5.6% | +15.2% |
| 3Y | +463.1% | +186.2% | +277.0% | +322.1% |
| 5Y | +302.3% | +187.0% | +115.2% | +195.9% |
| 10Y | +1,164.4% | +460.4% | +704.0% | +572.1% |
| All | +1,428.8% | +1,004.6% | +424.2% | +537.5% |
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