+25,810.5%
CTAS vs MSI
+4,457.4%
+21,353.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +1.2% | +4.7% | -3.5% | -0.1% |
| 30D | +12.8% | +14.8% | -2.0% | +8.6% |
| 3M | +10.3% | +8.8% | +1.5% | +7.7% |
| 6M | +32.0% | +19.3% | +12.7% | +25.2% |
| YTD | +19.1% | +35.3% | -16.2% | +8.9% |
| 1Y | +21.5% | +33.8% | -12.3% | +11.3% |
| 3Y | +76.0% | +74.4% | +1.6% | +49.7% |
| 5Y | +110.9% | +120.5% | -9.7% | +68.1% |
| 10Y | +849.8% | +685.2% | +164.6% | +455.2% |
| All | +25,810.5% | +4,457.4% | +21,353.1% | +9,040.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling