+23,263.2%
CTAS vs MRSH
+3,332.0%
+19,931.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +1.4% |
| 7D | 0.0% | -3.8% | +3.7% | +1.8% |
| 30D | -1.0% | -5.8% | +4.8% | +1.9% |
| 3M | +15.8% | +11.7% | +4.1% | +9.6% |
| 6M | -1.0% | -0.3% | -0.7% | -1.3% |
| YTD | +7.4% | -1.1% | +8.6% | +7.0% |
| 1Y | -0.1% | -9.5% | +9.3% | +3.5% |
| 3Y | +66.3% | -2.6% | +68.9% | +66.0% |
| 5Y | +111.0% | +22.7% | +88.2% | +89.1% |
| 10Y | +662.9% | +214.6% | +448.3% | +353.6% |
| All | +23,263.2% | +3,332.0% | +19,931.2% | +6,223.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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