+818.6%
CTAS vs MSI
+663.2%
+155.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | +0.5% | +2.6% | -2.1% | -1.0% |
| 30D | +10.2% | +18.1% | -7.9% | +0.4% |
| 3M | +12.1% | +13.2% | -1.1% | +4.3% |
| 6M | +38.3% | +36.3% | +2.0% | +15.3% |
| YTD | +21.9% | +39.5% | -17.6% | -1.2% |
| 1Y | +24.0% | +36.9% | -12.9% | +1.5% |
| 3Y | +75.1% | +76.1% | -1.0% | +20.5% |
| 5Y | +116.9% | +123.7% | -6.8% | +26.6% |
| All | +818.6% | +663.2% | +155.4% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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