+65.7%
CTAS vs MTSI
+224.7%
-159.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.4% |
| 7D | -1.8% | +1.4% | -3.2% | -1.8% |
| 30D | -0.2% | +2.1% | -2.3% | -0.4% |
| 3M | +11.7% | -29.7% | +41.4% | +13.4% |
| 6M | +0.7% | +12.5% | -11.8% | -2.2% |
| YTD | +7.4% | +57.0% | -49.6% | +0.8% |
| 1Y | -2.1% | +103.9% | -106.0% | -11.2% |
| All | +65.7% | +224.7% | -159.0% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling