+554.8%
MA vs CASY
+551.3%
+3.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -0.3% | +3.6% | -3.9% | -1.4% |
| 30D | +11.3% | +7.2% | +4.1% | +9.0% |
| 3M | +16.7% | -16.9% | +33.6% | +22.3% |
| 6M | +32.8% | -19.3% | +52.1% | +38.9% |
| YTD | +15.6% | +25.6% | -10.0% | +3.6% |
| 1Y | +19.6% | +30.2% | -10.6% | +5.6% |
| 3Y | +72.1% | +154.9% | -82.8% | +16.0% |
| 5Y | +96.0% | +252.1% | -156.1% | +13.7% |
| 10Y | +554.8% | +535.8% | +18.9% | +209.9% |
| All | +554.8% | +551.3% | +3.5% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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