+123.7%
MS vs CIEN
+384.5%
-260.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.8% | -7.2% | -0.1% |
| 7D | -1.7% | +8.7% | -10.5% | -3.6% |
| 30D | +0.9% | -26.9% | +27.8% | +6.4% |
| 3M | -10.8% | -23.6% | +12.8% | -8.0% |
| 6M | +0.9% | -49.1% | +50.0% | +11.8% |
| YTD | +9.8% | +26.6% | -16.8% | -4.8% |
| 1Y | +17.1% | +42.7% | -25.6% | -2.3% |
| 3Y | +175.7% | +570.8% | -395.1% | +41.8% |
| All | +123.7% | +384.5% | -260.9% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling