+12.8%
CTAS vs MSTU
-90.1%
+102.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.1% | +5.4% | +0.4% |
| 7D | -0.7% | -9.3% | +8.6% | -0.6% |
| 30D | +10.3% | -38.3% | +48.5% | +10.8% |
| 3M | +10.2% | +24.0% | -13.9% | +9.3% |
| 6M | +34.4% | -72.1% | +106.4% | +36.0% |
| YTD | +19.6% | -70.2% | +89.8% | +19.7% |
| 1Y | +21.8% | -89.6% | +111.4% | +25.1% |
| All | +12.8% | -90.1% | +102.8% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 3y: compounded portfolio wealth divided by compounded MSTU 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…
3y analysis · Full analysis span regression · 6 months rolling