+25.6%
CTAS vs MOS
-16.2%
+41.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +17.4% | -15.0% | +1.7% |
| 7D | +7.6% | +17.9% | -10.3% | +6.9% |
| 30D | +17.2% | +1.6% | +15.7% | +17.2% |
| 3M | +12.8% | -4.0% | +16.7% | +12.7% |
| 6M | +38.0% | -4.1% | +42.1% | +38.0% |
| YTD | +22.7% | -7.8% | +30.5% | +22.7% |
| 1Y | +25.6% | -15.6% | +41.2% | +27.2% |
| All | +25.6% | -16.2% | +41.9% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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