+713.8%
MOD vs CASY
+254.0%
+459.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.2% | -9.5% | -8.0% |
| 7D | -34.2% | +1.8% | -36.0% | -34.7% |
| 30D | -51.9% | +11.2% | -63.1% | -53.9% |
| 3M | -53.0% | -19.1% | -34.0% | -49.7% |
| 6M | -66.4% | -19.9% | -46.4% | -64.3% |
| YTD | -31.5% | +25.2% | -56.7% | -41.4% |
| 1Y | -39.6% | +31.6% | -71.2% | -49.7% |
| 3Y | +116.8% | +155.4% | -38.6% | +24.3% |
| 5Y | +713.8% | +251.5% | +462.3% | +270.0% |
| All | +713.8% | +254.0% | +459.8% | +270.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling