+3,412.1%
CTAS vs MSCI
+3,095.4%
+316.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.0% |
| 7D | +1.2% | +2.8% | -1.7% | +0.1% |
| 30D | +12.8% | +15.4% | -2.7% | +7.0% |
| 3M | +10.3% | +13.4% | -3.1% | +5.2% |
| 6M | +32.0% | +10.9% | +21.1% | +26.4% |
| YTD | +19.1% | +13.0% | +6.2% | +12.4% |
| 1Y | +21.5% | +12.0% | +9.4% | +14.9% |
| 3Y | +76.0% | +34.1% | +41.9% | +52.4% |
| 5Y | +110.9% | +3.9% | +107.0% | +95.9% |
| 10Y | +849.8% | +802.0% | +47.8% | +316.1% |
| All | +3,412.1% | +3,095.4% | +316.7% | +875.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling