+851.0%
CTAS vs MAS
+219.8%
+631.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | +0.4% |
| 7D | +3.8% | +4.6% | -0.7% | +1.7% |
| 30D | +15.5% | +19.9% | -4.3% | +6.3% |
| 3M | +12.7% | +8.9% | +3.8% | +8.0% |
| 6M | +34.5% | +20.2% | +14.3% | +21.9% |
| YTD | +21.3% | +33.9% | -12.6% | +2.9% |
| 1Y | +23.1% | +34.7% | -11.6% | +4.0% |
| 3Y | +79.3% | +60.4% | +19.0% | +32.6% |
| 5Y | +114.7% | +43.5% | +71.3% | +63.9% |
| All | +851.0% | +219.8% | +631.1% | +371.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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