+254.1%
MP vs CASY
+374.9%
-120.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | -10.5% | +1.1% | -11.6% | -10.9% |
| 30D | -23.5% | +8.7% | -32.2% | -25.8% |
| 3M | -25.4% | -17.3% | -8.1% | -21.2% |
| 6M | -51.3% | -19.7% | -31.5% | -48.6% |
| YTD | -29.9% | +24.8% | -54.7% | -38.1% |
| 1Y | -31.8% | +31.9% | -63.7% | -41.1% |
| 3Y | +127.0% | +155.4% | -28.4% | +43.5% |
| 5Y | -3.3% | +250.6% | -253.8% | -47.7% |
| All | +254.1% | +374.9% | -120.8% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling