+133,470.8%
MSFT vs CTAS
+23,129.2%
+110,341.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -1.9% |
| 7D | -2.7% | -1.8% | -0.9% | -2.0% |
| 30D | +2.7% | -0.2% | +2.9% | +2.8% |
| 3M | +17.0% | +11.7% | +5.3% | +11.2% |
| 6M | +23.8% | +0.7% | +23.1% | +22.4% |
| YTD | +4.0% | +7.4% | -3.4% | 0.0% |
| 1Y | -0.8% | -2.1% | +1.3% | -1.3% |
| 3Y | +55.6% | +62.9% | -7.3% | +23.9% |
| 5Y | +72.9% | +111.9% | -39.0% | +24.6% |
| 10Y | +875.8% | +652.2% | +223.6% | +322.0% |
| All | +133,470.8% | +23,129.2% | +110,341.5% | +20,238.1% |
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