+47.4%
MAS vs CASY
+246.6%
-199.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.4% | +4.2% | +5.3% |
| 7D | +14.2% | +0.8% | +13.3% | +14.0% |
| 30D | +26.8% | +9.4% | +17.4% | +24.4% |
| 3M | +13.1% | -20.6% | +33.7% | +18.4% |
| 6M | +27.9% | -20.7% | +48.6% | +32.9% |
| YTD | +38.7% | +22.5% | +16.2% | +25.8% |
| 1Y | +40.4% | +29.5% | +10.9% | +24.9% |
| 3Y | +66.1% | +150.0% | -83.9% | +13.3% |
| 5Y | +47.4% | +248.6% | -201.1% | -16.8% |
| All | +47.4% | +246.6% | -199.2% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling