+1,789.6%
MS vs CIEN
+99.8%
+1,689.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -15.2% | +9.3% | -2.2% |
| 7D | -3.4% | -34.0% | +30.6% | +6.2% |
| 30D | -3.9% | -48.0% | +44.1% | +11.3% |
| 3M | -15.9% | -43.5% | +27.6% | -5.8% |
| 6M | -2.5% | -57.6% | +55.2% | +15.0% |
| YTD | +5.1% | -1.3% | +6.4% | -2.4% |
| 1Y | +13.0% | +17.9% | -4.9% | -0.3% |
| 3Y | +160.7% | +425.8% | -265.1% | +50.8% |
| 5Y | +114.0% | +281.5% | -167.5% | +30.6% |
| 10Y | +637.5% | +1,099.0% | -461.6% | +222.5% |
| All | +1,789.6% | +99.8% | +1,689.8% | +569.5% |
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