+107.9%
CTAS vs MAGS
+184.9%
-77.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +2.0% | +1.7% | +0.3% | +1.6% |
| 30D | +8.7% | -5.8% | +14.5% | +10.0% |
| 3M | +13.3% | +0.2% | +13.0% | +13.0% |
| 6M | +39.4% | -2.7% | +42.0% | +39.8% |
| YTD | +21.5% | +4.1% | +17.4% | +19.4% |
| 1Y | +21.9% | +7.5% | +14.4% | +18.8% |
| 3Y | +73.6% | +122.0% | -48.4% | +31.8% |
| All | +107.9% | +184.9% | -77.0% | +41.0% |
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 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