+43.1%
MCO vs CASY
+163.7%
-120.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -14.2% | +12.9% | +0.8% |
| 7D | -3.1% | -16.5% | +13.4% | -0.6% |
| 30D | -0.5% | -26.4% | +25.8% | +4.0% |
| 3M | +5.7% | -17.3% | +23.0% | +7.7% |
| 6M | +3.0% | -5.2% | +8.2% | +1.2% |
| YTD | -6.5% | +14.1% | -20.6% | -12.3% |
| 1Y | -5.8% | +16.6% | -22.4% | -12.3% |
| All | +43.1% | +163.7% | -120.6% | +11.1% |
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