+808.5%
MS vs CIEN
+1,303.6%
-495.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | 0.0% |
| 7D | +1.4% | -15.2% | +16.6% | +5.5% |
| 30D | -0.3% | -21.5% | +21.2% | +5.3% |
| 3M | +0.3% | -40.1% | +40.4% | +12.5% |
| 6M | +31.3% | -6.6% | +37.9% | +26.3% |
| YTD | +24.7% | +37.3% | -12.6% | +5.7% |
| 1Y | +47.9% | +174.5% | -126.6% | +0.4% |
| 3Y | +178.3% | +562.3% | -383.9% | +34.4% |
| 5Y | +144.9% | +463.9% | -319.1% | +19.6% |
| All | +808.5% | +1,303.6% | -495.1% | +224.4% |
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