+920.4%
MSFT vs CTAS
+848.9%
+71.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.4% | +2.6% |
| 7D | +7.5% | -0.7% | +8.2% | +8.0% |
| 30D | +1.9% | +10.3% | -8.4% | -3.2% |
| 3M | +9.2% | +10.2% | -0.9% | +3.6% |
| 6M | +31.9% | +34.4% | -2.5% | +11.6% |
| YTD | +13.4% | +19.6% | -6.1% | +1.6% |
| 1Y | +10.6% | +21.8% | -11.2% | -2.1% |
| 3Y | +54.7% | +74.1% | -19.4% | +8.0% |
| 5Y | +69.1% | +114.0% | -45.0% | +4.4% |
| 10Y | +920.4% | +813.9% | +106.4% | +207.5% |
| All | +920.4% | +848.9% | +71.5% | +207.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling