+537.5%
MAR vs CASY
+539.5%
-1.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.7% | +2.4% |
| 7D | +2.9% | +5.0% | -2.1% | +1.3% |
| 30D | +17.0% | +8.2% | +8.9% | +14.0% |
| 3M | +23.2% | -18.2% | +41.3% | +30.4% |
| 6M | +21.7% | -18.6% | +40.3% | +27.4% |
| YTD | +38.9% | +26.8% | +12.1% | +22.4% |
| 1Y | +48.7% | +31.6% | +17.1% | +28.9% |
| 3Y | +122.9% | +156.5% | -33.6% | +43.8% |
| 5Y | +177.5% | +258.6% | -81.1% | +51.9% |
| 10Y | +537.5% | +550.3% | -12.7% | +173.5% |
| All | +537.5% | +539.5% | -1.9% | +173.5% |
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