+568.4%
MA vs CIEN
+1,190.2%
-621.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.6% | +0.3% |
| 7D | +1.8% | -9.3% | +11.1% | +2.9% |
| 30D | +11.8% | -39.5% | +51.3% | +19.3% |
| 3M | +17.2% | -29.8% | +47.0% | +20.9% |
| 6M | +33.4% | -50.4% | +83.8% | +43.4% |
| YTD | +16.1% | +16.3% | -0.2% | +1.0% |
| 1Y | +19.9% | +30.4% | -10.4% | +0.8% |
| 3Y | +70.1% | +516.6% | -446.5% | -11.1% |
| 5Y | +89.6% | +349.8% | -260.1% | +5.6% |
| 10Y | +568.4% | +1,184.7% | -616.3% | +185.3% |
| All | +568.4% | +1,190.2% | -621.8% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 10y: compounded portfolio wealth divided by compounded CIEN 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…
10y analysis · Full analysis span regression · 6 months rolling