+7,809.3%
MCO vs CASY
+13,610.9%
-5,801.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.1% |
| 7D | +0.5% | +3.6% | -3.1% | -0.5% |
| 30D | +9.8% | +9.1% | +0.8% | +7.2% |
| 3M | +4.3% | -16.5% | +20.8% | +9.0% |
| 6M | +16.5% | -19.7% | +36.2% | +21.7% |
| YTD | +0.1% | +29.3% | -29.1% | -9.1% |
| 1Y | +4.4% | +33.1% | -28.7% | -6.1% |
| 3Y | +51.6% | +158.5% | -106.9% | +10.7% |
| 5Y | +36.7% | +266.7% | -230.0% | -10.6% |
| 10Y | +455.7% | +553.5% | -97.8% | +201.0% |
| All | +7,809.3% | +13,610.9% | -5,801.5% | +2,310.4% |
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