+1,673.7%
MOD vs CASY
+32,414.3%
-30,740.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.4% | -22.9% | -21.9% |
| 7D | -31.3% | +0.8% | -32.2% | -31.6% |
| 30D | -46.1% | +9.4% | -55.5% | -48.2% |
| 3M | -51.1% | -20.6% | -30.5% | -47.6% |
| 6M | -62.1% | -20.7% | -41.3% | -60.1% |
| YTD | -26.2% | +22.5% | -48.7% | -33.9% |
| 1Y | -32.6% | +29.5% | -62.0% | -41.0% |
| 3Y | +133.8% | +150.0% | -16.1% | +58.1% |
| 5Y | +792.8% | +248.6% | +544.2% | +429.4% |
| 10Y | +959.8% | +544.6% | +415.2% | +388.9% |
| All | +1,673.7% | +32,414.3% | -30,740.6% | +236.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling