+114.6%
CTAS vs MSI
+103.4%
+11.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -1.8% | -3.7% | +1.9% | -0.1% |
| 30D | -0.2% | +6.8% | -7.0% | -3.6% |
| 3M | +11.7% | +14.3% | -2.6% | +4.2% |
| 6M | +0.7% | -1.6% | +2.3% | +0.7% |
| YTD | +7.4% | +22.8% | -15.4% | -5.0% |
| 1Y | -2.1% | -1.1% | -1.0% | -2.6% |
| 3Y | +62.9% | +70.5% | -7.5% | +15.5% |
| All | +114.6% | +103.4% | +11.2% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling