+813.9%
CTAS vs MSCI
+799.4%
+14.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | 0.0% |
| 7D | -0.7% | +1.5% | -2.2% | -1.4% |
| 30D | +10.3% | +14.4% | -4.1% | +4.0% |
| 3M | +10.2% | +15.2% | -5.0% | +3.4% |
| 6M | +34.4% | +11.2% | +23.1% | +27.4% |
| YTD | +19.6% | +13.9% | +5.6% | +11.0% |
| 1Y | +21.8% | +12.5% | +9.3% | +13.6% |
| 3Y | +74.1% | +32.3% | +41.8% | +46.1% |
| 5Y | +114.0% | +4.9% | +109.2% | +94.0% |
| 10Y | +813.9% | +779.7% | +34.2% | +243.6% |
| All | +813.9% | +799.4% | +14.6% | +243.6% |
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