-6.3%
MOS vs CASY
+555.0%
-561.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.5% |
| 7D | -2.0% | +3.6% | -5.5% | -2.9% |
| 30D | +15.3% | +9.1% | +6.3% | +12.4% |
| 3M | +1.5% | -16.5% | +18.0% | +6.2% |
| 6M | -2.0% | -19.7% | +17.7% | +2.5% |
| YTD | -6.5% | +29.3% | -35.8% | -18.0% |
| 1Y | -11.1% | +33.1% | -44.2% | -23.0% |
| 3Y | -30.3% | +158.5% | -188.8% | -55.0% |
| 5Y | -33.5% | +266.7% | -300.2% | -63.8% |
| All | -6.3% | +555.0% | -561.3% | -60.7% |
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