+114.0%
CTAS vs MTSI
+208.2%
-94.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.0% | -8.7% | -0.4% |
| 7D | -0.7% | +3.5% | -4.2% | -1.3% |
| 30D | +10.3% | -30.3% | +40.6% | +13.4% |
| 3M | +10.2% | -26.0% | +36.2% | +12.2% |
| 6M | +34.4% | -36.1% | +70.5% | +37.9% |
| YTD | +19.6% | +34.3% | -14.7% | +6.8% |
| 1Y | +21.8% | +35.3% | -13.5% | +8.4% |
| 3Y | +74.1% | +217.6% | -143.5% | +18.3% |
| 5Y | +114.0% | +210.1% | -96.1% | +39.9% |
| All | +114.0% | +208.2% | -94.1% | +39.9% |
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