+145.1%
MS vs CIEN
+465.8%
-320.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | 0.0% |
| 7D | +1.4% | -15.2% | +16.6% | +4.7% |
| 30D | -0.3% | -21.5% | +21.2% | +4.3% |
| 3M | +0.3% | -40.1% | +40.4% | +10.1% |
| 6M | +31.3% | -6.6% | +37.9% | +26.9% |
| YTD | +24.7% | +37.3% | -12.6% | +8.2% |
| 1Y | +47.9% | +174.5% | -126.6% | +5.6% |
| 3Y | +178.3% | +562.3% | -383.9% | +46.9% |
| All | +145.1% | +465.8% | -320.8% | +30.1% |
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