+141,733.1%
MSFT vs CTAS
+25,665.7%
+116,067.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | +1.7% | +1.2% | +0.5% | +1.2% |
| 30D | +0.2% | +12.8% | -12.6% | -4.7% |
| 3M | +6.4% | +10.3% | -3.9% | +2.0% |
| 6M | +28.7% | +32.0% | -3.3% | +14.1% |
| YTD | +10.4% | +19.1% | -8.7% | +1.6% |
| 1Y | +7.6% | +21.5% | -13.9% | -1.9% |
| 3Y | +52.3% | +76.0% | -23.7% | +17.5% |
| 5Y | +64.5% | +110.9% | -46.3% | +18.4% |
| 10Y | +917.8% | +849.8% | +68.0% | +301.8% |
| All | +141,733.1% | +25,665.7% | +116,067.3% | +20,568.9% |
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