+7.6%
MOS vs CASY
+553.2%
-545.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +21.6% | +1.1% | +20.5% | +21.3% |
| 30D | +12.0% | +8.7% | +3.3% | +9.2% |
| 3M | -3.9% | -17.3% | +13.4% | +0.8% |
| 6M | -3.3% | -19.7% | +16.4% | +0.8% |
| YTD | -4.6% | +24.8% | -29.5% | -15.5% |
| 1Y | -7.0% | +31.9% | -38.9% | -19.4% |
| 3Y | -24.4% | +155.4% | -179.8% | -51.2% |
| 5Y | -32.1% | +250.6% | -282.7% | -62.5% |
| All | +7.6% | +553.2% | -545.5% | -52.5% |
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