+862.0%
CTAS vs MAS
+231.2%
+630.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.6% | -3.3% | -0.2% |
| 7D | +7.6% | +14.2% | -6.5% | +1.3% |
| 30D | +17.2% | +26.8% | -9.6% | +5.2% |
| 3M | +12.8% | +13.1% | -0.4% | +6.3% |
| 6M | +38.0% | +27.9% | +10.0% | +21.6% |
| YTD | +22.7% | +38.7% | -16.0% | +2.5% |
| 1Y | +25.6% | +40.4% | -14.7% | +4.2% |
| 3Y | +81.4% | +66.1% | +15.3% | +32.0% |
| 5Y | +117.9% | +47.4% | +70.4% | +64.5% |
| All | +862.0% | +231.2% | +630.7% | +369.2% |
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