+1,604.6%
MOD vs CASY
+505.6%
+1,099.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | +9.6% | +0.1% | +9.5% | +9.5% |
| 30D | 0.0% | -11.3% | +11.4% | +4.8% |
| 3M | -35.4% | -0.6% | -34.7% | -37.0% |
| 6M | -7.3% | +10.7% | -18.0% | -13.8% |
| YTD | +45.8% | +37.1% | +8.7% | +23.1% |
| 1Y | +43.1% | +52.3% | -9.2% | +14.3% |
| 3Y | +297.7% | +215.2% | +82.5% | +123.2% |
| 5Y | +1,478.8% | +276.5% | +1,202.3% | +709.6% |
| All | +1,604.6% | +505.6% | +1,099.0% | +603.8% |
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 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