+84.7%
CTAS vs MAGS
+190.0%
-105.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | +0.5% | +0.6% | -0.1% | +0.4% |
| 30D | -0.7% | +3.2% | -4.0% | -1.5% |
| 3M | +11.1% | +7.7% | +3.4% | +9.0% |
| 6M | +2.1% | +12.5% | -10.3% | -1.2% |
| YTD | +8.0% | +6.0% | +2.0% | +5.9% |
| 1Y | -0.5% | +14.4% | -14.9% | -4.5% |
| 3Y | +66.2% | +127.5% | -61.3% | +25.4% |
| All | +84.7% | +190.0% | -105.3% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling