+650.2%
CTAS vs MTSI
+514.0%
+136.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.8% |
| 7D | -1.8% | +1.4% | -3.2% | -2.0% |
| 30D | -0.2% | +2.1% | -2.3% | -1.1% |
| 3M | +11.7% | -29.7% | +41.4% | +16.4% |
| 6M | +0.7% | +12.5% | -11.8% | -4.4% |
| YTD | +7.4% | +57.0% | -49.6% | -4.6% |
| 1Y | -2.1% | +103.9% | -106.0% | -17.9% |
| 3Y | +62.9% | +223.6% | -160.6% | +20.1% |
| 5Y | +111.9% | +321.6% | -209.7% | +44.9% |
| All | +650.2% | +514.0% | +136.2% | +295.5% |
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