+441.9%
MAR vs CASY
+468.0%
-26.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.2% | +15.1% | +5.4% |
| 7D | -0.5% | -16.5% | +16.0% | +5.0% |
| 30D | -4.7% | -26.4% | +21.7% | +4.7% |
| 3M | -15.6% | -17.3% | +1.7% | -12.3% |
| 6M | +1.2% | -5.2% | +6.4% | -0.5% |
| YTD | +7.5% | +14.1% | -6.6% | -1.7% |
| 1Y | +26.6% | +16.6% | +10.0% | +14.4% |
| 3Y | +66.0% | +163.7% | -97.8% | +4.6% |
| 5Y | +154.1% | +231.3% | -77.2% | +42.8% |
| 10Y | +441.9% | +462.9% | -21.0% | +145.6% |
| All | +441.9% | +468.0% | -26.2% | +145.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling