+23,259.8%
CTAS vs MAS
+1,430.5%
+21,829.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.5% |
| 6M | +0.7% | +7.2% | -6.5% | -2.8% |
| YTD | +7.4% | +16.1% | -8.7% | +0.7% |
| 1Y | -2.1% | +0.1% | -2.2% | -3.9% |
| 3Y | +62.9% | +28.3% | +34.6% | +44.6% |
| 5Y | +111.9% | +30.5% | +81.4% | +84.4% |
| 10Y | +652.2% | +139.1% | +513.1% | +435.3% |
| All | +23,259.8% | +1,430.5% | +21,829.3% | +8,672.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling