+97.5%
MO vs CTAS
+110.0%
-12.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.4% | +1.0% | -3.4% | -2.6% |
| 30D | +3.6% | -1.1% | +4.6% | +3.8% |
| 3M | -3.7% | +11.5% | -15.2% | -5.5% |
| 6M | +4.5% | +0.2% | +4.3% | +4.5% |
| YTD | +21.5% | +7.2% | +14.3% | +19.9% |
| 1Y | +9.5% | 0.0% | +9.5% | +9.4% |
| 3Y | +93.6% | +65.9% | +27.7% | +73.2% |
| 5Y | +97.5% | +109.6% | -12.1% | +59.0% |
| All | +97.5% | +110.0% | -12.5% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling