+810.2%
MS vs CTAS
+652.1%
+158.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.4% | -1.8% | +3.2% | +2.5% |
| 30D | -0.3% | -0.2% | 0.0% | -0.3% |
| 3M | +0.3% | +11.7% | -11.4% | -7.6% |
| 6M | +31.3% | +0.7% | +30.6% | +28.3% |
| YTD | +24.7% | +7.4% | +17.3% | +16.8% |
| 1Y | +47.9% | -2.1% | +50.0% | +46.3% |
| 3Y | +178.3% | +62.9% | +115.4% | +94.0% |
| 5Y | +144.9% | +111.9% | +33.0% | +41.3% |
| All | +810.2% | +652.1% | +158.2% | +141.1% |
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