+26,282.4%
CTAS vs MOS
+122.8%
+26,159.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.7% |
| 7D | +3.8% | +22.5% | -18.7% | -0.2% |
| 30D | +15.5% | +6.6% | +8.9% | +13.7% |
| 3M | +12.7% | -3.8% | +16.5% | +12.7% |
| 6M | +34.5% | -2.2% | +36.7% | +33.2% |
| YTD | +21.3% | -4.8% | +26.1% | +19.8% |
| 1Y | +23.1% | -11.7% | +34.8% | +23.0% |
| 3Y | +79.3% | -26.5% | +105.9% | +81.3% |
| 5Y | +114.7% | -32.2% | +146.9% | +111.8% |
| 10Y | +867.1% | +10.2% | +856.9% | +700.2% |
| All | +26,282.4% | +122.8% | +26,159.6% | +14,048.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling