+50.6%
MSFT vs CTAS
+72.7%
-22.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.6% |
| 7D | +1.7% | +1.2% | +0.5% | +1.5% |
| 30D | +0.2% | +12.8% | -12.6% | -2.4% |
| 3M | +6.4% | +10.3% | -3.9% | +4.1% |
| 6M | +28.7% | +32.0% | -3.3% | +19.1% |
| YTD | +10.4% | +19.1% | -8.7% | +4.7% |
| 1Y | +7.6% | +21.5% | -13.9% | +1.4% |
| All | +50.6% | +72.7% | -22.2% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling