+114.6%
CTAS vs MAS
+32.0%
+82.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.9% |
| 7D | -1.8% | -0.8% | -1.1% | -1.6% |
| 30D | -0.2% | -5.6% | +5.4% | +1.6% |
| 3M | +11.7% | +4.4% | +7.2% | +9.2% |
| 6M | +0.7% | +7.2% | -6.5% | -3.1% |
| YTD | +7.4% | +16.1% | -8.7% | -0.1% |
| 1Y | -2.1% | +0.1% | -2.2% | -4.0% |
| 3Y | +62.9% | +28.3% | +34.6% | +41.0% |
| All | +114.6% | +32.0% | +82.6% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling