+115.6%
CTAS vs MOS
-33.6%
+149.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | +1.7% | -2.0% | +3.7% | +1.9% |
| 30D | +8.4% | +15.3% | -6.9% | +6.7% |
| 3M | +13.0% | +1.5% | +11.5% | +12.4% |
| 6M | +39.1% | -2.0% | +41.0% | +38.4% |
| YTD | +21.2% | -6.5% | +27.7% | +20.7% |
| 1Y | +21.6% | -11.1% | +32.7% | +21.7% |
| 3Y | +73.2% | -30.3% | +103.5% | +75.5% |
| All | +115.6% | -33.6% | +149.2% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling