+2,498.9%
MAR vs CTAS
+3,154.6%
-655.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -4.2% | -1.8% | -2.3% | -3.3% |
| 30D | -6.7% | -0.2% | -6.5% | -6.6% |
| 3M | -12.5% | +11.7% | -24.2% | -17.6% |
| 6M | +0.6% | +0.7% | -0.1% | -0.6% |
| YTD | +9.1% | +7.4% | +1.7% | +4.5% |
| 1Y | +26.2% | -2.1% | +28.3% | +26.3% |
| 3Y | +68.2% | +62.9% | +5.2% | +29.5% |
| 5Y | +163.9% | +111.9% | +52.0% | +78.2% |
| 10Y | +420.6% | +652.2% | -231.6% | +95.5% |
| All | +2,498.9% | +3,154.6% | -655.6% | +411.4% |
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