-32.6%
MP vs CTAS
+23.6%
-56.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.3% |
| 7D | +9.5% | +2.0% | +7.5% | +10.8% |
| 30D | -3.0% | +8.7% | -11.7% | +1.8% |
| 3M | -30.4% | +13.3% | -43.6% | -25.2% |
| 6M | -39.2% | +39.4% | -78.6% | -29.6% |
| YTD | -23.3% | +21.5% | -44.8% | -12.2% |
| 1Y | -32.6% | +21.9% | -54.5% | -22.9% |
| All | -32.6% | +23.6% | -56.3% | -22.9% |
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 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