+578.8%
MS vs CIEN
+1,252.1%
-673.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.7% | -7.5% | +0.5% |
| 7D | +0.7% | -5.3% | +6.0% | +1.5% |
| 30D | -0.9% | -40.1% | +39.2% | +11.1% |
| 3M | -13.0% | -34.7% | +21.7% | -5.9% |
| 6M | -2.0% | -50.9% | +48.9% | +11.9% |
| YTD | +7.8% | +15.2% | -7.4% | -6.6% |
| 1Y | +17.9% | +35.2% | -17.3% | -3.4% |
| 3Y | +174.8% | +522.6% | -347.8% | +31.0% |
| 5Y | +119.9% | +344.2% | -224.4% | +12.5% |
| 10Y | +578.8% | +1,188.7% | -609.8% | +149.7% |
| All | +578.8% | +1,252.1% | -673.2% | +149.7% |
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