+321.2%
MOD vs CASY
+215.7%
+105.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | +9.6% | +0.1% | +9.5% | +9.6% |
| 30D | 0.0% | -11.3% | +11.4% | +3.5% |
| 3M | -35.4% | -0.6% | -34.7% | -36.7% |
| 6M | -7.3% | +10.7% | -18.0% | -13.1% |
| YTD | +45.8% | +37.1% | +8.7% | +25.5% |
| 1Y | +43.1% | +52.3% | -9.2% | +16.6% |
| All | +321.2% | +215.7% | +105.5% | +177.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling