+66.3%
CTAS vs MAGS
+128.8%
-62.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | 0.0% | +1.2% | -1.3% | -0.3% |
| 30D | -1.0% | -0.1% | -0.9% | -1.0% |
| 3M | +15.8% | +3.8% | +11.9% | +14.6% |
| 6M | -1.0% | +13.2% | -14.3% | -4.3% |
| YTD | +7.4% | +4.7% | +2.7% | +5.7% |
| 1Y | -0.1% | +14.4% | -14.5% | -4.2% |
| 3Y | +66.3% | +128.6% | -62.3% | +24.6% |
| All | +66.3% | +128.8% | -62.5% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling