+2,644.5%
MDY vs CASY
+10,690.7%
-8,046.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.1% |
| 7D | +0.2% | +5.8% | -5.6% | -1.4% |
| 30D | +2.1% | +10.7% | -8.5% | -0.9% |
| 3M | -3.6% | -13.9% | +10.2% | -0.2% |
| 6M | +1.7% | -18.4% | +20.1% | +5.6% |
| YTD | +13.8% | +29.6% | -15.8% | +2.9% |
| 1Y | +15.5% | +32.8% | -17.3% | +3.5% |
| 3Y | +58.3% | +162.3% | -103.9% | +13.6% |
| 5Y | +37.4% | +265.0% | -227.6% | -11.6% |
| 10Y | +171.0% | +555.4% | -384.4% | +44.3% |
| All | +2,644.5% | +10,690.7% | -8,046.1% | +552.5% |
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