+885.0%
MSFT vs CIEN
+1,418.4%
-533.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -1.0% | -4.6% | +3.5% | -0.3% |
| 30D | -2.7% | -12.8% | +10.2% | -0.7% |
| 3M | +22.1% | -23.1% | +45.2% | +26.5% |
| 6M | +20.6% | +6.1% | +14.5% | +11.8% |
| YTD | +2.3% | +44.5% | -42.2% | -13.9% |
| 1Y | -0.5% | +176.6% | -177.2% | -30.7% |
| 3Y | +50.5% | +601.0% | -550.4% | -25.1% |
| 5Y | +72.3% | +509.1% | -436.8% | -12.9% |
| 10Y | +885.0% | +1,460.5% | -575.5% | +294.4% |
| All | +885.0% | +1,418.4% | -533.4% | +294.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling