+42.2%
MA vs CTAS
+66.0%
-23.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.7% | -1.8% | -0.9% | -2.0% |
| 30D | +1.5% | -0.2% | +1.7% | +1.6% |
| 3M | +20.4% | +11.7% | +8.7% | +14.4% |
| 6M | +11.1% | +0.7% | +10.4% | +10.3% |
| YTD | +2.0% | +7.4% | -5.5% | -1.7% |
| 1Y | -2.2% | -2.1% | 0.0% | -2.0% |
| All | +42.2% | +66.0% | -23.8% | +15.6% |
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