+111.1%
MOS vs CASY
+32,414.3%
-32,303.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +1.4% | +16.0% | +17.0% |
| 7D | +17.9% | +0.8% | +17.1% | +17.7% |
| 30D | +1.6% | +9.4% | -7.9% | -0.8% |
| 3M | -4.0% | -20.6% | +16.6% | +0.9% |
| 6M | -4.1% | -20.7% | +16.6% | -0.6% |
| YTD | -7.8% | +22.5% | -30.3% | -14.8% |
| 1Y | -15.6% | +29.5% | -45.1% | -23.1% |
| 3Y | -28.9% | +150.0% | -178.8% | -46.4% |
| 5Y | -36.8% | +248.6% | -285.4% | -56.8% |
| 10Y | +6.7% | +544.6% | -537.9% | -38.3% |
| All | +111.1% | +32,414.3% | -32,303.3% | -43.1% |
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