+236.9%
MU vs CTAS
+23.7%
+213.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.9% | +11.0% | +12.8% |
| 7D | +2.0% | -0.8% | +2.8% | +0.9% |
| 30D | -18.0% | +10.7% | -28.7% | -8.0% |
| 3M | -6.6% | +11.0% | -17.6% | +5.1% |
| 6M | +2.0% | +38.7% | -36.7% | +38.5% |
| YTD | +184.5% | +21.8% | +162.7% | +284.8% |
| 1Y | +236.9% | +23.6% | +213.3% | +357.4% |
| All | +236.9% | +23.7% | +213.2% | +357.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling