-7.0%
MOS vs CASY
+550.0%
-557.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.5% | -4.3% |
| 7D | -2.6% | +2.5% | -5.0% | -3.2% |
| 30D | +13.5% | +10.2% | +3.2% | +10.2% |
| 3M | -2.9% | -15.7% | +12.8% | +1.3% |
| 6M | -1.0% | -18.4% | +17.4% | +2.9% |
| YTD | -7.2% | +28.3% | -35.5% | -18.5% |
| 1Y | -11.4% | +32.6% | -43.9% | -23.2% |
| 3Y | -29.0% | +159.5% | -188.5% | -54.4% |
| 5Y | -34.0% | +263.9% | -297.9% | -64.0% |
| All | -7.0% | +550.0% | -557.0% | -60.9% |
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