+84.3%
MKSI vs CASY
+229.6%
-145.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.7% |
| 7D | +2.7% | -18.6% | +21.3% | +9.1% |
| 30D | -12.8% | -26.6% | +13.8% | -4.1% |
| 3M | -22.5% | -32.8% | +10.3% | -12.6% |
| 6M | +19.4% | -10.0% | +29.4% | +18.7% |
| YTD | +67.7% | +11.6% | +56.1% | +52.3% |
| 1Y | +131.4% | +11.5% | +119.9% | +108.8% |
| 3Y | +197.3% | +160.7% | +36.6% | +76.5% |
| All | +84.3% | +229.6% | -145.3% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling