+261.9%
MOH vs CASY
+453.5%
-191.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.5% |
| 7D | +1.7% | -18.6% | +20.3% | +7.4% |
| 30D | -0.9% | -26.6% | +25.8% | +7.6% |
| 3M | +5.7% | -32.8% | +38.5% | +17.3% |
| 6M | +39.1% | -10.0% | +49.1% | +39.2% |
| YTD | +17.7% | +11.6% | +6.1% | +9.3% |
| 1Y | +8.4% | +11.5% | -3.1% | +0.5% |
| 3Y | -36.6% | +160.7% | -197.2% | -57.8% |
| 5Y | -19.1% | +232.4% | -251.5% | -51.8% |
| All | +261.9% | +453.5% | -191.6% | +80.8% |
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