+834.0%
CTAS vs MTSI
+448.7%
+385.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.6% | -3.4% |
| 7D | +1.2% | -10.0% | +11.1% | +2.2% |
| 30D | +12.8% | -37.2% | +50.0% | +19.6% |
| 3M | +10.3% | -30.1% | +40.3% | +14.2% |
| 6M | +32.0% | -31.9% | +63.9% | +34.5% |
| YTD | +19.1% | +23.2% | -4.0% | +8.0% |
| 1Y | +21.5% | +26.4% | -4.9% | +9.2% |
| 3Y | +76.0% | +186.2% | -110.1% | +29.4% |
| 5Y | +110.9% | +187.0% | -76.2% | +51.3% |
| All | +834.0% | +448.7% | +385.2% | +420.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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