+553.7%
MS vs CTAS
+820.8%
-267.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | +0.8% | +0.7% | +0.1% | +0.5% |
| 30D | -0.7% | +11.3% | -12.0% | -6.9% |
| 3M | -12.4% | +11.4% | -23.8% | -18.1% |
| 6M | -1.7% | +35.6% | -37.4% | -19.7% |
| YTD | +8.0% | +20.7% | -12.7% | -5.7% |
| 1Y | +16.2% | +22.8% | -6.6% | +0.1% |
| 3Y | +171.3% | +73.4% | +97.9% | +82.8% |
| 5Y | +124.8% | +117.6% | +7.2% | +28.5% |
| 10Y | +553.7% | +818.4% | -264.8% | +72.8% |
| All | +553.7% | +820.8% | -267.2% | +72.8% |
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