+113.3%
CTAS vs MOS
-32.4%
+145.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +1.2% | +21.6% | -20.4% | -0.9% |
| 30D | +12.8% | +12.0% | +0.8% | +11.3% |
| 3M | +10.3% | -3.9% | +14.2% | +10.4% |
| 6M | +32.0% | -3.3% | +35.3% | +31.7% |
| YTD | +19.1% | -4.6% | +23.8% | +18.4% |
| 1Y | +21.5% | -7.0% | +28.5% | +21.0% |
| 3Y | +76.0% | -24.4% | +100.5% | +76.6% |
| All | +113.3% | -32.4% | +145.7% | +105.2% |
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 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