+114.7%
CTAS vs MTSI
+153.3%
-38.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -18.4% | +17.2% | +0.5% |
| 7D | +3.8% | -24.6% | +28.4% | +6.2% |
| 30D | +15.5% | -45.7% | +61.3% | +21.6% |
| 3M | +12.7% | -27.7% | +40.5% | +14.4% |
| 6M | +34.5% | -37.3% | +71.8% | +36.3% |
| YTD | +21.3% | +11.1% | +10.2% | +10.3% |
| 1Y | +23.1% | +27.2% | -4.1% | +8.6% |
| 3Y | +79.3% | +153.7% | -74.3% | +25.3% |
| 5Y | +114.7% | +159.0% | -44.3% | +42.1% |
| All | +114.7% | +153.3% | -38.6% | +42.1% |
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 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