+145.9%
MO vs CASY
+550.6%
-404.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -0.8% | +5.0% | -5.8% | -1.9% |
| 30D | +6.5% | +8.2% | -1.7% | +4.6% |
| 3M | +18.3% | -18.2% | +36.5% | +23.3% |
| 6M | +15.6% | -18.6% | +34.2% | +19.8% |
| YTD | +38.8% | +26.8% | +12.0% | +29.0% |
| 1Y | +41.6% | +31.6% | +10.0% | +30.3% |
| 3Y | +138.2% | +156.5% | -18.3% | +80.0% |
| 5Y | +150.5% | +258.6% | -108.1% | +68.0% |
| All | +145.9% | +550.6% | -404.7% | +41.9% |
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