+72.1%
MA vs CTAS
+75.4%
-3.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | +2.3% | +1.2% | +1.1% | +1.9% |
| 30D | +14.7% | +12.8% | +1.9% | +9.2% |
| 3M | +13.5% | +10.3% | +3.2% | +9.0% |
| 6M | +33.1% | +32.0% | +1.1% | +17.9% |
| YTD | +15.1% | +19.1% | -4.1% | +6.3% |
| 1Y | +18.7% | +21.5% | -2.7% | +8.7% |
| 3Y | +72.1% | +76.0% | -4.0% | +40.4% |
| All | +72.1% | +75.4% | -3.3% | +40.4% |
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