+110.3%
MO vs CASY
+464.4%
-354.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -1.0% | -17.2% | +16.2% | +3.0% |
| 30D | +5.8% | -24.4% | +30.2% | +12.3% |
| 3M | -4.5% | -31.4% | +26.9% | +3.5% |
| 6M | +5.7% | -8.9% | +14.6% | +6.4% |
| YTD | +23.1% | +13.8% | +9.3% | +17.3% |
| 1Y | +10.9% | +17.0% | -6.0% | +4.8% |
| 3Y | +96.1% | +163.1% | -67.0% | +45.5% |
| 5Y | +100.1% | +239.0% | -138.9% | +35.1% |
| All | +110.3% | +464.4% | -354.1% | +24.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling