+15,614.6%
MA vs CTAS
+2,747.8%
+12,866.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.6% |
| 7D | +2.3% | +1.2% | +1.1% | +1.6% |
| 30D | +14.7% | +12.8% | +1.9% | +6.5% |
| 3M | +13.5% | +10.3% | +3.2% | +6.6% |
| 6M | +33.1% | +32.0% | +1.1% | +11.1% |
| YTD | +15.1% | +19.1% | -4.1% | +1.9% |
| 1Y | +18.7% | +21.5% | -2.7% | +3.8% |
| 3Y | +72.1% | +76.0% | -4.0% | +15.9% |
| 5Y | +92.8% | +110.9% | -18.1% | +14.7% |
| 10Y | +571.6% | +849.8% | -278.2% | +51.1% |
| All | +15,614.6% | +2,747.8% | +12,866.9% | +1,394.3% |
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