+568.4%
MA vs CASY
+539.5%
+29.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.2% |
| 7D | +1.8% | +5.0% | -3.2% | +0.4% |
| 30D | +11.8% | +8.2% | +3.6% | +9.3% |
| 3M | +17.2% | -18.2% | +35.3% | +23.3% |
| 6M | +33.4% | -18.6% | +52.0% | +39.1% |
| YTD | +16.1% | +26.8% | -10.6% | +3.8% |
| 1Y | +19.9% | +31.6% | -11.7% | +5.6% |
| 3Y | +70.1% | +156.5% | -86.4% | +14.5% |
| 5Y | +89.6% | +258.6% | -169.0% | +9.3% |
| 10Y | +568.4% | +550.3% | +18.2% | +217.9% |
| All | +568.4% | +539.5% | +29.0% | +217.9% |
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