+25.6%
CTAS vs MOH
+53.5%
-27.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.9% | -6.6% | +2.1% |
| 7D | +7.6% | +14.3% | -6.7% | +7.3% |
| 30D | +17.2% | +16.7% | +0.5% | +16.9% |
| 3M | +12.8% | +18.3% | -5.6% | +12.4% |
| 6M | +38.0% | +15.8% | +22.2% | +37.0% |
| YTD | +22.7% | +30.5% | -7.8% | +21.8% |
| 1Y | +25.6% | +49.3% | -23.6% | +24.1% |
| All | +25.6% | +53.5% | -27.8% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling