+63.7%
CTAS vs MKSI
+184.9%
-121.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | -1.3% | +4.9% | -6.2% | -1.5% |
| 30D | -3.1% | -11.0% | +7.9% | -2.6% |
| 3M | +10.3% | -17.1% | +27.4% | +10.0% |
| 6M | +1.6% | +16.4% | -14.8% | -2.6% |
| YTD | +6.3% | +64.3% | -58.0% | -2.4% |
| 1Y | -0.5% | +137.7% | -138.2% | -13.4% |
| All | +63.7% | +184.9% | -121.2% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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