+556.2%
MS vs CTAS
+832.5%
-276.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.1% |
| 7D | -1.7% | -0.8% | -1.0% | -1.3% |
| 30D | +0.9% | +10.7% | -9.8% | -5.0% |
| 3M | -10.8% | +11.0% | -21.8% | -16.5% |
| 6M | +0.9% | +38.7% | -37.8% | -18.7% |
| YTD | +9.8% | +21.8% | -12.0% | -4.7% |
| 1Y | +17.1% | +23.6% | -6.5% | +0.5% |
| 3Y | +175.7% | +74.9% | +100.8% | +84.9% |
| 5Y | +125.9% | +119.5% | +6.4% | +28.5% |
| 10Y | +556.2% | +820.2% | -264.0% | +69.9% |
| All | +556.2% | +832.5% | -276.3% | +69.9% |
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