+13,824.2%
MA vs CTAS
+2,467.4%
+11,356.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -2.7% | -1.8% | -0.9% | -1.6% |
| 30D | +1.5% | -0.2% | +1.7% | +1.6% |
| 3M | +20.4% | +11.7% | +8.7% | +11.7% |
| 6M | +11.1% | +0.7% | +10.4% | +9.4% |
| YTD | +2.0% | +7.4% | -5.5% | -3.6% |
| 1Y | -2.2% | -2.1% | 0.0% | -2.2% |
| 3Y | +41.9% | +62.9% | -21.1% | +0.2% |
| 5Y | +75.4% | +111.9% | -36.5% | +4.0% |
| 10Y | +527.5% | +652.2% | -124.6% | +62.9% |
| All | +13,824.2% | +2,467.4% | +11,356.7% | +1,313.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling