+25.6%
CTAS vs MAGS
+5.9%
+19.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +2.3% |
| 7D | +7.6% | -1.4% | +9.0% | +7.6% |
| 30D | +17.2% | -4.4% | +21.6% | +17.3% |
| 3M | +12.8% | +1.9% | +10.8% | +12.5% |
| 6M | +38.0% | +4.9% | +33.0% | +37.5% |
| YTD | +22.7% | +6.5% | +16.2% | +19.2% |
| 1Y | +25.6% | +6.3% | +19.3% | +22.0% |
| All | +25.6% | +5.9% | +19.8% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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