+116.0%
CTAS vs MTSI
+206.4%
-90.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.2% | +0.1% |
| 7D | +2.0% | +10.0% | -8.0% | +1.1% |
| 30D | +8.7% | -20.3% | +29.0% | +10.4% |
| 3M | +13.3% | -24.4% | +37.7% | +15.0% |
| 6M | +39.4% | -39.2% | +78.6% | +44.3% |
| YTD | +21.5% | +35.5% | -14.0% | +8.4% |
| 1Y | +21.9% | +43.0% | -21.1% | +7.5% |
| 3Y | +73.6% | +196.3% | -122.6% | +20.6% |
| All | +116.0% | +206.4% | -90.3% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling