+176.4%
MDY vs CASY
+468.0%
-291.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.2% | +13.2% | +3.6% |
| 7D | -0.8% | -16.5% | +15.8% | +4.8% |
| 30D | -3.9% | -26.4% | +22.5% | +5.6% |
| 3M | 0.0% | -17.3% | +17.2% | +4.0% |
| 6M | +8.5% | -5.2% | +13.8% | +6.9% |
| YTD | +13.2% | +14.1% | -0.9% | +3.9% |
| 1Y | +15.0% | +16.6% | -1.6% | +4.3% |
| 3Y | +49.6% | +163.7% | -114.1% | -5.1% |
| 5Y | +46.0% | +231.3% | -185.3% | -17.3% |
| 10Y | +176.4% | +462.9% | -286.5% | +28.2% |
| All | +176.4% | +468.0% | -291.6% | +28.2% |
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