+116.9%
CTAS vs MSCI
+7.0%
+110.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | +10.2% | +16.2% | -5.9% | +4.3% |
| 3M | +12.1% | +16.1% | -4.0% | +5.9% |
| 6M | +38.3% | +12.9% | +25.3% | +31.4% |
| YTD | +21.9% | +14.8% | +7.1% | +14.2% |
| 1Y | +24.0% | +13.8% | +10.2% | +16.6% |
| 3Y | +75.1% | +31.2% | +43.9% | +51.1% |
| 5Y | +116.9% | +5.6% | +111.4% | +101.3% |
| All | +116.9% | +7.0% | +110.0% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling