+19.1%
MA vs CASY
+34.1%
-15.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -2.0% | +0.3% |
| 7D | -1.8% | +5.8% | -7.6% | -1.7% |
| 30D | +11.0% | +10.7% | +0.3% | +11.2% |
| 3M | +17.9% | -13.9% | +31.7% | +17.2% |
| 6M | +33.2% | -18.4% | +51.6% | +32.8% |
| YTD | +16.5% | +29.6% | -13.2% | +12.3% |
| 1Y | +19.1% | +32.8% | -13.7% | +14.3% |
| All | +19.1% | +34.1% | -15.0% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling