+10.9%
MO vs CASY
+15.3%
-4.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -1.0% | -17.2% | +16.2% | +1.7% |
| 30D | +5.8% | -24.4% | +30.2% | +10.1% |
| 3M | -4.5% | -31.4% | +26.9% | +1.2% |
| 6M | +5.7% | -8.9% | +14.6% | +4.8% |
| YTD | +23.1% | +13.8% | +9.3% | +14.1% |
| 1Y | +10.9% | +17.0% | -6.0% | +0.2% |
| All | +10.9% | +15.3% | -4.3% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling