+124.1%
MAR vs CASY
+154.1%
-30.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +4.3% | +1.1% | +3.2% | +4.1% |
| 30D | +16.8% | +8.7% | +8.1% | +15.5% |
| 3M | +16.0% | -17.3% | +33.3% | +18.9% |
| 6M | +16.5% | -19.7% | +36.2% | +19.9% |
| YTD | +35.0% | +24.8% | +10.2% | +24.6% |
| 1Y | +49.4% | +31.9% | +17.5% | +35.9% |
| 3Y | +124.1% | +155.4% | -31.3% | +69.1% |
| All | +124.1% | +154.1% | -30.0% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling