+5,285.6%
MS vs CTAS
+13,329.7%
-8,044.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.3% |
| 7D | -3.4% | +3.8% | -7.2% | -5.5% |
| 30D | -3.9% | +15.5% | -19.4% | -12.0% |
| 3M | -15.9% | +12.7% | -28.6% | -22.1% |
| 6M | -2.5% | +34.5% | -37.0% | -20.1% |
| YTD | +5.1% | +21.3% | -16.2% | -8.8% |
| 1Y | +13.0% | +23.1% | -10.1% | -3.0% |
| 3Y | +160.7% | +79.3% | +81.3% | +74.6% |
| 5Y | +114.0% | +114.7% | -0.7% | +27.0% |
| 10Y | +637.5% | +867.1% | -229.7% | +69.7% |
| All | +5,285.6% | +13,329.7% | -8,044.0% | +376.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling