+48.4%
MAR vs CTAS
+23.6%
+24.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.2% |
| 7D | +1.6% | +2.0% | -0.4% | +0.9% |
| 30D | +13.8% | +8.7% | +5.1% | +10.5% |
| 3M | +20.3% | +13.3% | +7.0% | +15.1% |
| 6M | +21.3% | +39.4% | -18.1% | +4.8% |
| YTD | +37.2% | +21.5% | +15.7% | +27.4% |
| 1Y | +48.4% | +21.9% | +26.6% | +37.3% |
| All | +48.4% | +23.6% | +24.8% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling