+569.6%
MA vs CTAS
+832.5%
-262.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.3% |
| 7D | -1.8% | -0.8% | -1.0% | -1.3% |
| 30D | +11.0% | +10.7% | +0.3% | +4.2% |
| 3M | +17.9% | +11.0% | +6.9% | +10.3% |
| 6M | +33.2% | +38.7% | -5.6% | +7.6% |
| YTD | +16.5% | +21.8% | -5.3% | +1.7% |
| 1Y | +19.1% | +23.6% | -4.5% | +2.9% |
| 3Y | +70.6% | +74.9% | -4.4% | +13.9% |
| 5Y | +92.1% | +119.5% | -27.4% | +8.8% |
| 10Y | +569.6% | +820.2% | -250.6% | +63.8% |
| All | +569.6% | +832.5% | -262.9% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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