+163.2%
MDY vs CASY
+555.0%
-391.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +2.3% | +3.6% | -1.3% | +1.1% |
| 30D | +2.0% | +9.1% | -7.1% | -0.9% |
| 3M | -5.6% | -16.5% | +10.9% | -0.7% |
| 6M | +1.3% | -19.7% | +21.0% | +6.7% |
| YTD | +12.3% | +29.3% | -16.9% | -1.2% |
| 1Y | +15.8% | +33.1% | -17.3% | +0.4% |
| 3Y | +56.5% | +158.5% | -102.0% | +1.4% |
| 5Y | +35.1% | +266.7% | -231.6% | -26.0% |
| All | +163.2% | +555.0% | -391.8% | +17.6% |
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