+17,245.8%
MO vs CTAS
+26,175.4%
-8,929.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.8% |
| 3M | +22.8% | +13.3% | +9.5% | +19.9% |
| 6M | +13.4% | +39.4% | -26.0% | +6.4% |
| YTD | +43.0% | +21.5% | +21.5% | +37.5% |
| 1Y | +45.2% | +21.9% | +23.3% | +39.5% |
| 3Y | +145.5% | +73.6% | +71.9% | +118.8% |
| 5Y | +157.1% | +116.2% | +40.9% | +117.9% |
| 10Y | +153.3% | +818.2% | -664.8% | +63.6% |
| All | +17,245.8% | +26,175.4% | -8,929.6% | +5,932.5% |
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