+2,413.4%
CTAS vs MKSI
+2,229.0%
+184.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | +1.0% | +6.6% | -5.6% | -0.5% |
| 30D | -1.1% | -8.2% | +7.2% | +0.5% |
| 3M | +11.5% | -16.4% | +27.9% | +12.7% |
| 6M | +0.2% | +23.0% | -22.8% | -8.3% |
| YTD | +7.2% | +68.2% | -61.0% | -9.5% |
| 1Y | 0.0% | +148.6% | -148.6% | -24.0% |
| 3Y | +65.9% | +196.0% | -130.0% | +13.3% |
| 5Y | +109.6% | +87.4% | +22.2% | +54.1% |
| 10Y | +683.8% | +523.8% | +159.9% | +313.0% |
| All | +2,413.4% | +2,229.0% | +184.5% | +854.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling