+73.1%
MA vs CASY
+276.6%
-203.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +1.5% | -11.3% | +12.9% | +3.6% |
| 3M | +20.4% | -0.6% | +21.1% | +19.6% |
| 6M | +11.1% | +10.7% | +0.4% | +7.1% |
| YTD | +2.0% | +37.1% | -35.2% | -6.9% |
| 1Y | -2.2% | +52.3% | -54.5% | -13.2% |
| 3Y | +41.9% | +215.2% | -173.3% | +1.4% |
| All | +73.1% | +276.6% | -203.6% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling