-45.8%
MP vs CASY
-18.9%
-26.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.4% | -6.5% | -4.9% |
| 7D | -12.5% | +0.8% | -13.4% | -12.5% |
| 30D | -23.3% | +9.4% | -32.8% | -22.8% |
| 3M | -24.4% | -20.6% | -3.8% | -26.1% |
| 6M | -45.8% | -20.7% | -25.0% | -49.5% |
| All | -45.8% | -18.9% | -26.8% | -49.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling