+3,168.2%
MAR vs CTAS
+3,581.4%
-413.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.2% |
| 7D | +1.6% | +2.0% | -0.4% | +0.7% |
| 30D | +13.8% | +8.7% | +5.1% | +9.2% |
| 3M | +20.3% | +13.3% | +7.0% | +13.0% |
| 6M | +21.3% | +39.4% | -18.1% | +2.3% |
| YTD | +37.2% | +21.5% | +15.7% | +23.6% |
| 1Y | +48.4% | +21.9% | +26.6% | +33.5% |
| 3Y | +120.1% | +73.6% | +46.5% | +64.2% |
| 5Y | +182.1% | +116.2% | +65.9% | +88.5% |
| 10Y | +530.2% | +818.2% | -288.0% | +115.3% |
| All | +3,168.2% | +3,581.4% | -413.2% | +504.6% |
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