-24.5%
MOS vs CASY
+154.8%
-179.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.1% | +3.2% |
| 7D | +22.5% | +1.8% | +20.7% | +22.4% |
| 30D | +6.6% | +11.2% | -4.5% | +6.1% |
| 3M | -3.8% | -19.1% | +15.3% | -2.9% |
| 6M | -2.2% | -19.9% | +17.7% | -0.5% |
| YTD | -4.8% | +25.2% | -29.9% | -10.5% |
| 1Y | -11.7% | +31.6% | -43.3% | -17.7% |
| All | -24.5% | +154.8% | -179.3% | -42.3% |
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 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