-32.2%
MOH vs CASY
+266.7%
-298.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.3% |
| 7D | +0.2% | +3.6% | -3.3% | -0.4% |
| 30D | +0.1% | +9.1% | -8.9% | -1.4% |
| 3M | +1.8% | -16.5% | +18.4% | +4.7% |
| 6M | +9.1% | -19.7% | +28.8% | +12.9% |
| YTD | +20.7% | +29.3% | -8.5% | +10.5% |
| 1Y | +51.3% | +33.1% | +18.1% | +37.0% |
| 3Y | -42.0% | +158.5% | -200.5% | -57.1% |
| All | -32.2% | +266.7% | -298.8% | -56.8% |
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 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