+1.1%
CTAS vs MSTZ
-99.2%
+100.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.2% |
| 7D | +1.0% | -23.6% | +24.5% | +0.8% |
| 30D | -1.1% | -60.7% | +59.7% | -1.9% |
| 3M | +11.5% | -58.3% | +69.8% | +10.9% |
| 6M | +0.2% | -60.0% | +60.2% | -0.2% |
| YTD | +7.2% | -75.2% | +82.4% | +6.7% |
| 1Y | 0.0% | -19.9% | +19.9% | +3.5% |
| All | +1.1% | -99.2% | +100.3% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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