+424.9%
MAR vs CTAS
+675.6%
-250.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | -2.1% | -1.3% | -0.8% | -1.3% |
| 30D | -5.7% | -3.1% | -2.6% | -3.8% |
| 3M | -14.6% | +10.3% | -24.9% | -20.4% |
| 6M | +1.3% | +1.6% | -0.3% | -0.8% |
| YTD | +6.7% | +6.3% | +0.4% | +1.3% |
| 1Y | +26.4% | -0.5% | +26.9% | +25.0% |
| 3Y | +64.7% | +64.6% | +0.1% | +13.2% |
| 5Y | +153.1% | +106.0% | +47.1% | +47.2% |
| All | +424.9% | +675.6% | -250.8% | +40.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling