+97.2%
MO vs CASY
+274.3%
-177.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.6% |
| 7D | -2.0% | -4.4% | +2.3% | -1.4% |
| 30D | -0.3% | -12.0% | +11.8% | +1.5% |
| 3M | -2.9% | -2.3% | -0.6% | -3.1% |
| 6M | +5.8% | +10.5% | -4.8% | +3.6% |
| YTD | +22.0% | +33.0% | -11.0% | +16.3% |
| 1Y | +10.7% | +41.1% | -30.5% | +4.6% |
| 3Y | +94.4% | +207.5% | -113.1% | +58.4% |
| 5Y | +97.2% | +290.7% | -193.5% | +48.9% |
| All | +97.2% | +274.3% | -177.1% | +48.9% |
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 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