+81.3%
CTAS vs MAS
+67.0%
+14.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.6% | -3.3% | +0.9% |
| 7D | +7.6% | +14.2% | -6.5% | +3.9% |
| 30D | +17.2% | +26.8% | -9.6% | +10.1% |
| 3M | +12.8% | +13.1% | -0.4% | +8.9% |
| 6M | +38.0% | +27.9% | +10.0% | +28.4% |
| YTD | +22.7% | +38.7% | -16.0% | +10.7% |
| 1Y | +25.6% | +40.4% | -14.7% | +12.8% |
| All | +81.3% | +67.0% | +14.3% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling