-27.5%
MOS vs CASY
+162.5%
-190.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.1% | -0.9% |
| 7D | +5.5% | +5.8% | -0.4% | +5.2% |
| 30D | +21.0% | +10.7% | +10.3% | +20.4% |
| 3M | -0.5% | -13.9% | +13.4% | +0.2% |
| 6M | +6.6% | -18.4% | +25.0% | +8.6% |
| YTD | -2.8% | +29.6% | -32.4% | -8.7% |
| 1Y | -8.1% | +32.8% | -40.9% | -14.1% |
| All | -27.5% | +162.5% | -190.0% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling