-41.2%
MP vs CTAS
+22.8%
-64.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.4% | +6.2% | +6.8% |
| 7D | -1.6% | -0.7% | -0.8% | -1.9% |
| 30D | -18.2% | +10.3% | -28.4% | -13.4% |
| 3M | -26.1% | +10.2% | -36.3% | -21.9% |
| 6M | -44.0% | +34.4% | -78.4% | -35.7% |
| YTD | -25.3% | +19.6% | -44.8% | -15.3% |
| All | -41.2% | +22.8% | -64.0% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling