+906.4%
MOD vs CASY
+553.2%
+353.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | -25.5% | +1.1% | -26.6% | -26.0% |
| 30D | -49.0% | +8.7% | -57.7% | -51.0% |
| 3M | -49.8% | -17.3% | -32.5% | -46.6% |
| 6M | -64.8% | -19.7% | -45.0% | -62.8% |
| YTD | -27.6% | +24.8% | -52.5% | -37.6% |
| 1Y | -35.2% | +31.9% | -67.1% | -45.8% |
| 3Y | +137.1% | +155.4% | -18.2% | +42.3% |
| 5Y | +760.3% | +250.6% | +509.7% | +338.1% |
| All | +906.4% | +553.2% | +353.2% | +310.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling