+66.2%
CTAS vs MOH
-36.3%
+102.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.4% | +1.4% |
| 7D | +0.5% | +1.7% | -1.2% | +0.4% |
| 30D | -0.7% | -0.9% | +0.2% | -0.7% |
| 3M | +11.1% | +5.7% | +5.4% | +10.4% |
| 6M | +2.1% | +39.1% | -37.0% | -0.5% |
| YTD | +8.0% | +17.7% | -9.7% | +6.0% |
| 1Y | -0.5% | +8.4% | -8.9% | -1.9% |
| 3Y | +66.2% | -36.6% | +102.8% | +65.6% |
| All | +66.2% | -36.3% | +102.5% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling