+15.9%
MS vs CTAS
+22.8%
-6.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.8% | +3.1% |
| 7D | +0.7% | -0.7% | +1.5% | +0.7% |
| 30D | -0.9% | +10.3% | -11.2% | -0.1% |
| 3M | -13.0% | +10.2% | -23.2% | -12.2% |
| 6M | -2.0% | +34.4% | -36.3% | -2.3% |
| YTD | +7.8% | +19.6% | -11.8% | +9.0% |
| All | +15.9% | +22.8% | -6.9% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling