-32.2%
MOS vs CASY
+254.0%
-286.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.1% | +3.0% |
| 7D | +22.5% | +1.8% | +20.7% | +22.2% |
| 30D | +6.6% | +11.2% | -4.5% | +5.1% |
| 3M | -3.8% | -19.1% | +15.3% | -1.2% |
| 6M | -2.2% | -19.9% | +17.7% | +0.5% |
| YTD | -4.8% | +25.2% | -29.9% | -12.4% |
| 1Y | -11.7% | +31.6% | -43.3% | -19.8% |
| 3Y | -26.5% | +155.4% | -181.9% | -46.0% |
| 5Y | -32.2% | +251.5% | -283.7% | -54.5% |
| All | -32.2% | +254.0% | -286.2% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling