+171.5%
MDY vs CASY
+539.5%
-368.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.6% |
| 7D | 0.0% | +5.0% | -5.0% | -1.6% |
| 30D | +1.0% | +8.2% | -7.2% | -1.7% |
| 3M | -4.1% | -18.2% | +14.1% | +1.5% |
| 6M | +0.6% | -18.6% | +19.2% | +5.4% |
| YTD | +12.9% | +26.8% | -13.9% | -0.1% |
| 1Y | +14.6% | +31.6% | -17.0% | -0.3% |
| 3Y | +57.1% | +156.5% | -99.4% | +1.9% |
| 5Y | +37.1% | +258.6% | -221.5% | -24.4% |
| 10Y | +171.5% | +550.3% | -378.8% | +21.1% |
| All | +171.5% | +539.5% | -368.0% | +21.1% |
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 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