+136.1%
MO vs CASY
+155.2%
-19.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -1.8% | +3.6% | -5.3% | -2.1% |
| 30D | +5.8% | +7.2% | -1.4% | +5.0% |
| 3M | +12.7% | -16.9% | +29.6% | +14.6% |
| 6M | +14.8% | -19.3% | +34.1% | +16.7% |
| YTD | +37.8% | +25.6% | +12.2% | +34.7% |
| 1Y | +39.5% | +30.2% | +9.3% | +35.8% |
| 3Y | +136.1% | +154.9% | -18.8% | +114.6% |
| All | +136.1% | +155.2% | -19.1% | +114.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling