+1,779.3%
MS vs CIEN
+110.7%
+1,668.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -1.9% |
| 7D | -1.6% | -24.1% | +22.6% | +4.6% |
| 30D | -3.8% | -45.5% | +41.7% | +10.2% |
| 3M | -14.6% | -39.7% | +25.1% | -5.9% |
| 6M | -5.1% | -57.8% | +52.7% | +12.1% |
| YTD | +4.5% | +4.1% | +0.4% | -4.2% |
| 1Y | +13.5% | +20.8% | -7.3% | -0.4% |
| 3Y | +160.4% | +463.1% | -302.7% | +48.0% |
| 5Y | +112.9% | +302.3% | -189.4% | +28.1% |
| 10Y | +633.4% | +1,164.4% | -530.9% | +216.4% |
| All | +1,779.3% | +110.7% | +1,668.5% | +556.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling