+834.0%
CTAS vs MOS
+8.6%
+825.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +1.2% | +21.6% | -20.4% | -3.0% |
| 30D | +12.8% | +12.0% | +0.8% | +9.7% |
| 3M | +10.3% | -3.9% | +14.2% | +10.3% |
| 6M | +32.0% | -3.3% | +35.3% | +31.0% |
| YTD | +19.1% | -4.6% | +23.8% | +17.4% |
| 1Y | +21.5% | -7.0% | +28.5% | +20.1% |
| 3Y | +76.0% | -24.4% | +100.5% | +76.9% |
| 5Y | +110.9% | -32.1% | +143.0% | +103.2% |
| All | +834.0% | +8.6% | +825.3% | +576.5% |
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