+1,372.3%
MOH vs CASY
+6,327.1%
-4,954.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.7% | -1.4% |
| 7D | -3.3% | -4.4% | +1.0% | -2.0% |
| 30D | -0.1% | -12.0% | +12.0% | +3.7% |
| 3M | -1.1% | -2.3% | +1.3% | -1.9% |
| 6M | +35.9% | +10.5% | +25.4% | +28.9% |
| YTD | +13.1% | +33.0% | -19.9% | +1.1% |
| 1Y | +11.8% | +41.1% | -29.3% | -2.0% |
| 3Y | -38.7% | +207.5% | -246.2% | -59.3% |
| 5Y | -25.1% | +290.7% | -315.8% | -54.4% |
| 10Y | +243.8% | +556.5% | -312.6% | +72.5% |
| All | +1,372.3% | +6,327.1% | -4,954.9% | +307.6% |
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