+92.3%
MA vs CASY
+250.1%
-157.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +2.3% | +1.1% | +1.2% | +2.1% |
| 30D | +14.7% | +8.7% | +6.0% | +13.1% |
| 3M | +13.5% | -17.3% | +30.8% | +16.8% |
| 6M | +33.1% | -19.7% | +52.8% | +37.3% |
| YTD | +15.1% | +24.8% | -9.8% | +6.4% |
| 1Y | +18.7% | +31.9% | -13.2% | +8.1% |
| 3Y | +72.1% | +155.4% | -83.3% | +29.0% |
| All | +92.3% | +250.1% | -157.8% | +22.7% |
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