+92.3%
MA vs CIEN
+301.0%
-208.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -5.9% | -0.9% |
| 7D | +2.3% | -24.1% | +26.4% | +4.0% |
| 30D | +14.7% | -45.5% | +60.2% | +19.3% |
| 3M | +13.5% | -39.7% | +53.2% | +16.6% |
| 6M | +33.1% | -57.8% | +90.9% | +40.4% |
| YTD | +15.1% | +4.1% | +11.0% | +4.0% |
| 1Y | +18.7% | +20.8% | -2.1% | +4.0% |
| 3Y | +72.1% | +463.1% | -391.1% | 0.0% |
| All | +92.3% | +301.0% | -208.7% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling