+818.6%
CTAS vs MOS
-4.2%
+822.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +1.0% |
| 7D | +0.5% | -2.6% | +3.0% | +1.0% |
| 30D | +10.2% | +13.5% | -3.2% | +7.0% |
| 3M | +12.1% | -2.9% | +15.0% | +11.9% |
| 6M | +38.3% | -1.0% | +39.3% | +36.5% |
| YTD | +21.9% | -7.2% | +29.1% | +20.7% |
| 1Y | +24.0% | -11.4% | +35.4% | +23.8% |
| 3Y | +75.1% | -29.0% | +104.1% | +78.4% |
| 5Y | +116.9% | -34.0% | +150.9% | +110.2% |
| All | +818.6% | -4.2% | +822.7% | +562.5% |
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