+650.2%
CTAS vs MAS
+137.9%
+512.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.1% |
| 7D | -1.8% | -0.8% | -1.1% | -1.5% |
| 30D | -0.2% | -5.6% | +5.4% | +2.2% |
| 3M | +11.7% | +4.4% | +7.2% | +8.4% |
| 6M | +0.7% | +7.2% | -6.5% | -4.4% |
| YTD | +7.4% | +16.1% | -8.7% | -2.5% |
| 1Y | -2.1% | +0.1% | -2.2% | -4.9% |
| 3Y | +62.9% | +28.3% | +34.6% | +34.4% |
| 5Y | +111.9% | +30.5% | +81.4% | +68.4% |
| All | +650.2% | +137.9% | +512.3% | +316.5% |
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