+148.5%
MO vs CASY
+253.8%
-105.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -1.8% | +3.6% | -5.3% | -2.2% |
| 30D | +5.8% | +7.2% | -1.4% | +4.8% |
| 3M | +12.7% | -16.9% | +29.6% | +15.2% |
| 6M | +14.8% | -19.3% | +34.1% | +17.4% |
| YTD | +37.8% | +25.6% | +12.2% | +32.4% |
| 1Y | +39.5% | +30.2% | +9.3% | +33.3% |
| 3Y | +136.1% | +154.9% | -18.8% | +100.9% |
| 5Y | +148.5% | +252.1% | -103.6% | +92.8% |
| All | +148.5% | +253.8% | -105.2% | +92.8% |
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