+14,854.2%
MO vs CTAS
+23,129.2%
-8,275.1%
-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% | -0.6% | -0.8% |
| 7D | +0.3% | -1.8% | +2.2% | +0.7% |
| 30D | +0.6% | -0.2% | +0.8% | +0.7% |
| 3M | -1.0% | +11.7% | -12.7% | -3.0% |
| 6M | +4.3% | +0.7% | +3.6% | +4.0% |
| YTD | +23.3% | +7.4% | +15.9% | +21.4% |
| 1Y | +10.5% | -2.1% | +12.6% | +10.5% |
| 3Y | +96.3% | +62.9% | +33.3% | +77.0% |
| 5Y | +98.9% | +111.9% | -13.0% | +69.3% |
| 10Y | +103.6% | +652.2% | -548.6% | +36.3% |
| All | +14,854.2% | +23,129.2% | -8,275.1% | +5,226.1% |
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