+2,872.7%
CTAS vs MOH
+1,286.6%
+1,586.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +1.0% | -4.2% | +5.2% | +1.7% |
| 30D | -1.1% | -2.4% | +1.3% | -0.8% |
| 3M | +11.5% | -4.4% | +15.9% | +11.8% |
| 6M | +0.2% | +32.9% | -32.8% | -5.3% |
| YTD | +7.2% | +11.9% | -4.7% | +3.1% |
| 1Y | 0.0% | +6.9% | -6.9% | -3.7% |
| 3Y | +65.9% | -39.4% | +105.3% | +70.6% |
| 5Y | +109.6% | -25.0% | +134.5% | +106.0% |
| 10Y | +683.8% | +244.9% | +438.9% | +485.5% |
| All | +2,872.7% | +1,286.6% | +1,586.0% | +1,694.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling