+171.3%
MS vs CIEN
+527.8%
-356.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | +0.8% | -9.3% | +10.1% | +2.1% |
| 30D | -0.7% | -39.5% | +38.8% | +7.4% |
| 3M | -12.4% | -29.8% | +17.5% | -8.5% |
| 6M | -1.7% | -50.4% | +48.6% | +7.7% |
| YTD | +8.0% | +16.3% | -8.3% | -3.8% |
| 1Y | +16.2% | +30.4% | -14.1% | 0.0% |
| 3Y | +171.3% | +516.6% | -345.3% | +49.8% |
| All | +171.3% | +527.8% | -356.5% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling