+106,206.6%
MU vs CTAS
+23,129.2%
+83,077.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.3% |
| 7D | +9.0% | -1.8% | +10.8% | +10.0% |
| 30D | +13.8% | -0.2% | +14.0% | +13.6% |
| 3M | +2.1% | +11.7% | -9.6% | -6.7% |
| 6M | +153.8% | +0.7% | +153.1% | +142.7% |
| YTD | +256.4% | +7.4% | +249.0% | +227.6% |
| 1Y | +719.8% | -2.1% | +721.9% | +689.5% |
| 3Y | +1,360.4% | +62.9% | +1,297.4% | +962.8% |
| 5Y | +1,312.4% | +111.9% | +1,200.5% | +792.2% |
| 10Y | +6,142.6% | +652.2% | +5,490.4% | +1,897.6% |
| All | +106,206.6% | +23,129.2% | +83,077.4% | +10,189.7% |
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 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