+505.6%
MA vs CIEN
+1,400.2%
-894.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.3% | -7.8% | -2.5% |
| 7D | -1.8% | -5.3% | +3.5% | -1.0% |
| 30D | +1.4% | -17.2% | +18.7% | +4.0% |
| 3M | +17.7% | -26.9% | +44.6% | +22.0% |
| 6M | +9.7% | +16.0% | -6.4% | +0.3% |
| YTD | +0.5% | +45.9% | -45.4% | -14.1% |
| 1Y | -2.1% | +186.8% | -188.9% | -29.6% |
| 3Y | +40.1% | +607.8% | -567.7% | -26.1% |
| 5Y | +67.5% | +506.7% | -439.2% | -10.5% |
| 10Y | +505.6% | +1,438.7% | -933.1% | +152.3% |
| All | +505.6% | +1,400.2% | -894.6% | +152.3% |
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