+65.7%
CTAS vs MOS
-29.5%
+95.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -1.8% | +9.5% | -11.4% | -2.6% |
| 30D | -0.2% | +10.4% | -10.6% | -1.2% |
| 3M | +11.7% | +12.9% | -1.2% | +10.2% |
| 6M | +0.7% | +1.2% | -0.5% | +0.2% |
| YTD | +7.4% | +9.3% | -1.9% | +5.8% |
| 1Y | -2.1% | -18.0% | +15.9% | -0.6% |
| All | +65.7% | -29.5% | +95.2% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling