+553.7%
MS vs CIEN
+1,190.2%
-636.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +0.8% | -9.3% | +10.1% | +2.7% |
| 30D | -0.7% | -39.5% | +38.8% | +11.1% |
| 3M | -12.4% | -29.8% | +17.5% | -6.9% |
| 6M | -1.7% | -50.4% | +48.6% | +11.9% |
| YTD | +8.0% | +16.3% | -8.3% | -6.6% |
| 1Y | +16.2% | +30.4% | -14.1% | -3.6% |
| 3Y | +171.3% | +516.6% | -345.3% | +30.0% |
| 5Y | +124.8% | +349.8% | -225.0% | +14.7% |
| 10Y | +553.7% | +1,184.7% | -631.0% | +140.8% |
| All | +553.7% | +1,190.2% | -636.5% | +140.8% |
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 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