+113.3%
CTAS vs MSI
+118.7%
-5.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +1.2% | +4.7% | -3.5% | -1.1% |
| 30D | +12.8% | +14.8% | -2.0% | +5.5% |
| 3M | +10.3% | +8.8% | +1.5% | +5.7% |
| 6M | +32.0% | +19.3% | +12.7% | +20.0% |
| YTD | +19.1% | +35.3% | -16.2% | +0.4% |
| 1Y | +21.5% | +33.8% | -12.3% | +3.0% |
| 3Y | +76.0% | +74.4% | +1.6% | +24.3% |
| All | +113.3% | +118.7% | -5.4% | +30.2% |
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