+13,824.2%
MA vs CIEN
+1,055.1%
+12,769.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -2.7% | -15.2% | +12.5% | +0.6% |
| 30D | +1.5% | -21.5% | +23.0% | +6.0% |
| 3M | +20.4% | -40.1% | +60.5% | +31.4% |
| 6M | +11.1% | -6.6% | +17.7% | +6.2% |
| YTD | +2.0% | +37.3% | -35.3% | -12.3% |
| 1Y | -2.2% | +174.5% | -176.7% | -29.8% |
| 3Y | +41.9% | +562.3% | -520.4% | -23.2% |
| 5Y | +75.4% | +463.9% | -388.6% | -3.8% |
| 10Y | +527.5% | +1,302.4% | -774.8% | +159.3% |
| All | +13,824.2% | +1,055.1% | +12,769.1% | +4,098.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling