+22.8%
CTAS vs MSCI
+14.5%
+8.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.6% |
| 7D | +0.7% | +2.7% | -2.0% | 0.0% |
| 30D | +11.3% | +16.2% | -4.9% | +7.7% |
| 3M | +11.4% | +17.1% | -5.6% | +7.6% |
| 6M | +35.6% | +13.0% | +22.6% | +31.7% |
| YTD | +20.7% | +15.8% | +4.9% | +15.7% |
| 1Y | +22.8% | +15.5% | +7.3% | +17.6% |
| All | +22.8% | +14.5% | +8.3% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling