+159.3%
MP vs CTAS
+74.7%
+84.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.5% |
| 7D | +9.5% | +2.0% | +7.5% | +9.4% |
| 30D | -3.0% | +8.7% | -11.7% | -3.6% |
| 3M | -30.4% | +13.3% | -43.6% | -31.0% |
| 6M | -39.2% | +39.4% | -78.6% | -43.0% |
| YTD | -23.3% | +21.5% | -44.8% | -25.3% |
| 1Y | -32.6% | +21.9% | -54.5% | -34.6% |
| 3Y | +159.3% | +73.6% | +85.6% | +58.0% |
| All | +159.3% | +74.7% | +84.5% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling