+818.4%
CTAS vs MSI
+670.3%
+148.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | +0.7% | +7.4% | -6.7% | -3.3% |
| 30D | +11.3% | +18.7% | -7.4% | +1.1% |
| 3M | +11.4% | +14.5% | -3.0% | +3.0% |
| 6M | +35.6% | +38.1% | -2.5% | +12.2% |
| YTD | +20.7% | +38.7% | -18.0% | -1.9% |
| 1Y | +22.8% | +35.4% | -12.6% | +1.1% |
| 3Y | +73.4% | +75.1% | -1.7% | +19.7% |
| 5Y | +117.6% | +126.4% | -8.8% | +26.0% |
| 10Y | +818.4% | +671.4% | +147.0% | +198.6% |
| All | +818.4% | +670.3% | +148.1% | +198.6% |
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