+813.9%
CTAS vs MOS
+6.2%
+807.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | 0.0% |
| 7D | -0.7% | +19.7% | -20.4% | -4.5% |
| 30D | +10.3% | +21.5% | -11.3% | +5.6% |
| 3M | +10.2% | -0.4% | +10.6% | +9.5% |
| 6M | +34.4% | +4.5% | +29.8% | +31.2% |
| YTD | +19.6% | -2.9% | +22.5% | +17.4% |
| 1Y | +21.8% | -7.7% | +29.5% | +20.7% |
| 3Y | +74.1% | -25.6% | +99.8% | +75.8% |
| 5Y | +114.0% | -31.2% | +145.2% | +105.8% |
| 10Y | +813.9% | +2.8% | +811.1% | +557.3% |
| All | +813.9% | +6.2% | +807.8% | +557.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling