+7,581.3%
MCO vs CASY
+14,444.3%
-6,863.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -4.2% | +0.1% | -4.2% | -4.2% |
| 30D | +2.2% | -11.3% | +13.5% | +5.5% |
| 3M | +10.1% | -0.6% | +10.8% | +9.0% |
| 6M | +5.3% | +10.7% | -5.5% | +0.6% |
| YTD | -2.7% | +37.1% | -39.9% | -12.8% |
| 1Y | -0.4% | +52.3% | -52.7% | -13.5% |
| 3Y | +49.0% | +215.2% | -166.2% | +3.1% |
| 5Y | +33.6% | +276.5% | -242.9% | -12.9% |
| 10Y | +395.3% | +508.4% | -113.0% | +174.1% |
| All | +7,581.3% | +14,444.3% | -6,863.0% | +2,213.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling