+834.0%
CTAS vs MSCI
+789.3%
+44.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.8% |
| 7D | +1.2% | +2.8% | -1.7% | -0.1% |
| 30D | +12.8% | +15.4% | -2.7% | +6.0% |
| 3M | +10.3% | +13.4% | -3.1% | +4.2% |
| 6M | +32.0% | +10.9% | +21.1% | +25.3% |
| YTD | +19.1% | +13.0% | +6.2% | +11.0% |
| 1Y | +21.5% | +12.0% | +9.4% | +13.5% |
| 3Y | +76.0% | +34.1% | +41.9% | +46.6% |
| 5Y | +110.9% | +3.9% | +107.0% | +91.9% |
| All | +834.0% | +789.3% | +44.6% | +249.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling