+578.8%
MS vs CTAS
+848.9%
-270.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.8% | +2.9% |
| 7D | +0.7% | -0.7% | +1.5% | +1.2% |
| 30D | -0.9% | +10.3% | -11.2% | -6.6% |
| 3M | -13.0% | +10.2% | -23.2% | -18.2% |
| 6M | -2.0% | +34.4% | -36.3% | -19.5% |
| YTD | +7.8% | +19.6% | -11.8% | -5.5% |
| 1Y | +17.9% | +21.8% | -3.9% | +2.0% |
| 3Y | +174.8% | +74.1% | +100.7% | +84.5% |
| 5Y | +119.9% | +114.0% | +5.8% | +26.9% |
| 10Y | +578.8% | +813.9% | -235.1% | +81.1% |
| All | +578.8% | +848.9% | -270.1% | +81.1% |
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