+23,259.7%
CTAS vs MOS
+155.8%
+23,103.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -1.8% | +9.5% | -11.4% | -3.5% |
| 30D | -0.2% | +10.4% | -10.6% | -2.1% |
| 3M | +11.7% | +12.9% | -1.2% | +8.6% |
| 6M | +0.7% | +1.2% | -0.5% | -0.8% |
| YTD | +7.4% | +9.3% | -1.9% | +4.0% |
| 1Y | -2.1% | -18.0% | +15.9% | -0.4% |
| 3Y | +62.9% | -29.0% | +92.0% | +66.5% |
| 5Y | +111.9% | -9.6% | +121.5% | +98.5% |
| 10Y | +652.2% | +6.1% | +646.1% | +528.4% |
| All | +23,259.7% | +155.8% | +23,103.9% | +12,185.2% |
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 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