+500.9%
MAR vs CTAS
+817.6%
-316.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +1.8% | +0.5% | +1.3% | +1.4% |
| 30D | +14.3% | +10.2% | +4.1% | +7.4% |
| 3M | +20.0% | +12.1% | +7.9% | +11.4% |
| 6M | +21.7% | +38.3% | -16.5% | -2.3% |
| YTD | +37.7% | +21.9% | +15.8% | +19.7% |
| 1Y | +46.8% | +24.0% | +22.8% | +26.1% |
| 3Y | +121.0% | +75.1% | +45.9% | +46.4% |
| 5Y | +183.1% | +116.9% | +66.1% | +59.8% |
| All | +500.9% | +817.6% | -316.7% | +47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling