+150.2%
MOS vs CASY
+36,294.0%
-36,143.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +9.5% | +0.1% | +9.5% | +9.5% |
| 30D | +10.4% | -11.3% | +21.8% | +13.5% |
| 3M | +12.9% | -0.6% | +13.5% | +11.3% |
| 6M | +1.2% | +10.7% | -9.5% | -3.2% |
| YTD | +9.3% | +37.1% | -27.8% | -1.1% |
| 1Y | -18.0% | +52.3% | -70.3% | -28.0% |
| 3Y | -29.0% | +215.2% | -244.2% | -49.4% |
| 5Y | -9.6% | +276.5% | -286.1% | -39.0% |
| 10Y | +6.1% | +508.4% | -502.3% | -37.6% |
| All | +150.2% | +36,294.0% | -36,143.8% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling