+68.5%
MA vs CTAS
+75.3%
-6.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | +7.9% | +10.2% | -2.3% | +3.7% |
| 3M | +16.8% | +12.1% | +4.7% | +11.4% |
| 6M | +31.0% | +38.3% | -7.3% | +13.9% |
| YTD | +15.0% | +21.9% | -6.9% | +5.3% |
| 1Y | +17.0% | +24.0% | -7.0% | +6.3% |
| All | +68.5% | +75.3% | -6.9% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling