+73.4%
CTAS vs MAGS
+118.0%
-44.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | +11.3% | -7.1% | +18.4% | +12.8% |
| 3M | +11.4% | -0.7% | +12.1% | +11.3% |
| 6M | +35.6% | -1.5% | +37.2% | +35.6% |
| YTD | +20.7% | +3.9% | +16.8% | +18.8% |
| 1Y | +22.8% | +3.1% | +19.7% | +21.1% |
| 3Y | +73.4% | +121.6% | -48.2% | +35.4% |
| All | +73.4% | +118.0% | -44.6% | +35.4% |
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