-51.1%
MOD vs CASY
-21.4%
-29.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.4% | -22.9% | -21.2% |
| 7D | -31.3% | +0.8% | -32.2% | -31.1% |
| 30D | -46.1% | +9.4% | -55.5% | -46.5% |
| 3M | -51.1% | -20.6% | -30.5% | -48.1% |
| All | -51.1% | -21.4% | -29.7% | -48.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling