+145.1%
MS vs CTAS
+113.1%
+31.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.4% | -1.8% | +3.2% | +2.2% |
| 30D | -0.3% | -0.2% | 0.0% | -0.2% |
| 3M | +0.3% | +11.7% | -11.4% | -6.2% |
| 6M | +31.3% | +0.7% | +30.6% | +29.5% |
| YTD | +24.7% | +7.4% | +17.3% | +18.4% |
| 1Y | +47.9% | -2.1% | +50.0% | +47.7% |
| 3Y | +178.3% | +62.9% | +115.4% | +100.3% |
| All | +145.1% | +113.1% | +31.9% | +39.3% |
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