+145.5%
MO vs CTAS
+74.7%
+70.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.0% |
| 7D | +3.3% | +2.0% | +1.3% | +2.9% |
| 30D | +7.5% | +8.7% | -1.2% | +5.7% |
| 3M | +22.8% | +13.3% | +9.5% | +19.6% |
| 6M | +13.4% | +39.4% | -26.0% | +7.2% |
| YTD | +43.0% | +21.5% | +21.5% | +37.8% |
| 1Y | +45.2% | +21.9% | +23.3% | +39.9% |
| 3Y | +145.5% | +73.6% | +71.9% | +122.3% |
| All | +145.5% | +74.7% | +70.8% | +122.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling