+222.1%
MAS vs CASY
+555.0%
-332.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -4.1% |
| 7D | +4.6% | +1.8% | +2.7% | +4.0% |
| 30D | +19.9% | +11.2% | +8.7% | +16.1% |
| 3M | +8.9% | -19.1% | +28.0% | +15.2% |
| 6M | +20.2% | -19.9% | +40.1% | +25.7% |
| YTD | +33.9% | +25.2% | +8.7% | +19.6% |
| 1Y | +34.7% | +31.6% | +3.0% | +17.9% |
| 3Y | +60.4% | +155.4% | -95.0% | +6.6% |
| 5Y | +43.5% | +251.5% | -208.1% | -17.3% |
| All | +222.1% | +555.0% | -332.9% | +46.1% |
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 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