+112.4%
MS vs CTAS
+109.9%
+2.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.2% |
| 7D | -1.6% | +1.2% | -2.7% | -2.0% |
| 30D | -3.8% | +12.8% | -16.5% | -8.9% |
| 3M | -14.6% | +10.3% | -24.9% | -18.5% |
| 6M | -5.1% | +32.0% | -37.1% | -18.2% |
| YTD | +4.5% | +19.1% | -14.6% | -5.4% |
| 1Y | +13.5% | +21.5% | -7.9% | +1.5% |
| 3Y | +160.4% | +76.0% | +84.4% | +81.8% |
| All | +112.4% | +109.9% | +2.5% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling