+48.6%
MS vs CIEN
+188.1%
-139.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.3% | -7.0% | -1.4% |
| 7D | +2.5% | -5.3% | +7.7% | +3.0% |
| 30D | 0.0% | -17.2% | +17.2% | +1.9% |
| 3M | +2.4% | -26.9% | +29.3% | +5.2% |
| 6M | +36.4% | +16.0% | +20.4% | +29.0% |
| YTD | +23.8% | +45.9% | -22.1% | +11.9% |
| 1Y | +48.6% | +186.8% | -138.2% | +18.7% |
| All | +48.6% | +188.1% | -139.5% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling