+14,854.2%
MO vs CASY
+36,294.0%
-21,439.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +0.3% | +0.1% | +0.3% | +0.3% |
| 30D | +0.6% | -11.3% | +12.0% | +2.3% |
| 3M | -1.0% | -0.6% | -0.3% | -1.3% |
| 6M | +4.3% | +10.7% | -6.4% | +2.3% |
| YTD | +23.3% | +37.1% | -13.8% | +17.2% |
| 1Y | +10.5% | +52.3% | -41.8% | +3.4% |
| 3Y | +96.3% | +215.2% | -118.9% | +63.7% |
| 5Y | +98.9% | +276.5% | -177.6% | +60.7% |
| 10Y | +103.6% | +508.4% | -404.8% | +52.4% |
| All | +14,854.2% | +36,294.0% | -21,439.9% | +6,640.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling