+885.0%
MSFT vs CTAS
+665.9%
+219.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.3% |
| 7D | -1.0% | +1.0% | -2.0% | -1.5% |
| 30D | -2.7% | -1.1% | -1.6% | -2.2% |
| 3M | +22.1% | +11.5% | +10.6% | +14.4% |
| 6M | +20.6% | +0.2% | +20.4% | +19.0% |
| YTD | +2.3% | +7.2% | -4.9% | -2.9% |
| 1Y | -0.5% | 0.0% | -0.5% | -2.4% |
| 3Y | +50.5% | +65.9% | -15.4% | +7.5% |
| 5Y | +72.3% | +109.6% | -37.2% | +7.8% |
| 10Y | +885.0% | +683.8% | +201.3% | +223.7% |
| All | +885.0% | +665.9% | +219.2% | +223.7% |
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 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