+254.1%
MP vs CTAS
+255.4%
-1.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.7% |
| 7D | -10.5% | +1.2% | -11.7% | -11.1% |
| 30D | -23.5% | +12.8% | -36.3% | -28.1% |
| 3M | -25.4% | +10.3% | -35.7% | -29.3% |
| 6M | -51.3% | +32.0% | -83.3% | -59.0% |
| YTD | -29.9% | +19.1% | -49.0% | -37.9% |
| 1Y | -31.8% | +21.5% | -53.3% | -40.4% |
| 3Y | +127.0% | +76.0% | +50.9% | +42.7% |
| 5Y | -3.3% | +110.9% | -114.1% | -47.7% |
| All | +254.1% | +255.4% | -1.3% | +39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling