+79.2%
CTAS vs MOS
-26.7%
+106.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.4% |
| 7D | +3.8% | +22.5% | -18.7% | +2.2% |
| 30D | +15.5% | +6.6% | +8.9% | +14.9% |
| 3M | +12.7% | -3.8% | +16.5% | +12.8% |
| 6M | +34.5% | -2.2% | +36.7% | +34.2% |
| YTD | +21.3% | -4.8% | +26.1% | +20.8% |
| 1Y | +23.1% | -11.7% | +34.8% | +23.5% |
| All | +79.2% | -26.7% | +106.0% | +78.8% |
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