+161.8%
MS vs CTAS
+78.6%
+83.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.6% |
| 7D | -3.4% | +3.8% | -7.2% | -4.4% |
| 30D | -3.9% | +15.5% | -19.4% | -7.9% |
| 3M | -15.9% | +12.7% | -28.6% | -18.9% |
| 6M | -2.5% | +34.5% | -37.0% | -12.8% |
| YTD | +5.1% | +21.3% | -16.2% | -2.2% |
| 1Y | +13.0% | +23.1% | -10.1% | +4.3% |
| All | +161.8% | +78.6% | +83.2% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling