+2.8%
MOS vs CASY
+551.3%
-548.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.6% |
| 7D | +19.7% | +3.6% | +16.1% | +18.5% |
| 30D | +21.5% | +7.2% | +14.3% | +19.0% |
| 3M | -0.4% | -16.9% | +16.5% | +4.3% |
| 6M | +4.5% | -19.3% | +23.9% | +8.9% |
| YTD | -2.9% | +25.6% | -28.5% | -14.1% |
| 1Y | -7.7% | +30.2% | -37.9% | -19.6% |
| 3Y | -25.6% | +154.9% | -180.5% | -51.9% |
| 5Y | -31.2% | +252.1% | -283.3% | -62.0% |
| 10Y | +2.8% | +535.8% | -533.0% | -55.3% |
| All | +2.8% | +551.3% | -548.5% | -55.3% |
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