+9.0%
MSFT vs CTAS
+25.6%
-16.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.4% | +4.3% | +6.6% |
| 7D | +4.7% | +7.6% | -3.0% | +4.4% |
| 30D | +5.8% | +17.2% | -11.4% | +5.1% |
| 3M | +13.0% | +12.8% | +0.2% | +12.4% |
| 6M | +34.9% | +38.0% | -3.0% | +28.0% |
| YTD | +15.7% | +22.7% | -7.1% | +9.8% |
| 1Y | +9.0% | +25.6% | -16.7% | +4.0% |
| All | +9.0% | +25.6% | -16.7% | +4.0% |
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