+3,066.3%
CTAS vs MSCI
+2,756.4%
+309.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.8% | +0.4% | -2.2% | -2.0% |
| 30D | -0.2% | +0.6% | -0.8% | -0.5% |
| 3M | +11.7% | -7.1% | +18.8% | +14.3% |
| 6M | +0.7% | +0.8% | -0.1% | -0.2% |
| YTD | +7.4% | +1.0% | +6.4% | +5.7% |
| 1Y | -2.1% | +4.3% | -6.4% | -5.2% |
| 3Y | +62.9% | +9.9% | +53.0% | +51.7% |
| 5Y | +111.9% | -6.8% | +118.6% | +104.5% |
| 10Y | +652.2% | +614.7% | +37.5% | +256.6% |
| All | +3,066.3% | +2,756.4% | +309.9% | +817.4% |
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 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