+72.1%
MA vs CASY
+155.2%
-83.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -0.3% | +3.6% | -3.9% | -0.7% |
| 30D | +11.3% | +7.2% | +4.1% | +10.6% |
| 3M | +16.7% | -16.9% | +33.6% | +18.4% |
| 6M | +32.8% | -19.3% | +52.1% | +35.3% |
| YTD | +15.6% | +25.6% | -10.0% | +9.3% |
| 1Y | +19.6% | +30.2% | -10.6% | +12.2% |
| 3Y | +72.1% | +154.9% | -82.8% | +48.8% |
| All | +72.1% | +155.2% | -83.1% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling