+15,692.2%
MA vs CASY
+3,527.7%
+12,164.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -3.2% |
| 7D | +3.2% | +1.8% | +1.3% | +2.5% |
| 30D | +15.9% | +11.2% | +4.8% | +11.9% |
| 3M | +15.2% | -19.1% | +34.2% | +22.3% |
| 6M | +32.4% | -19.9% | +52.3% | +39.2% |
| YTD | +15.6% | +25.2% | -9.5% | +3.5% |
| 1Y | +19.3% | +31.6% | -12.3% | +4.7% |
| 3Y | +73.0% | +155.4% | -82.4% | +16.6% |
| 5Y | +93.7% | +251.5% | -157.8% | +14.0% |
| 10Y | +575.0% | +558.6% | +16.3% | +205.4% |
| All | +15,692.2% | +3,527.7% | +12,164.4% | +3,529.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling