+445.3%
MP vs CASY
+421.7%
+23.6%
-82.0%
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 | -2.9% | +0.1% | -2.9% | -2.9% |
| 30D | +13.8% | -11.3% | +25.2% | +18.4% |
| 3M | -16.7% | -0.6% | -16.1% | -18.2% |
| 6M | -11.5% | +10.7% | -22.2% | -17.1% |
| YTD | +7.9% | +37.1% | -29.2% | -7.0% |
| 1Y | -15.0% | +52.3% | -67.3% | -29.7% |
| 3Y | +153.5% | +215.2% | -61.7% | +48.0% |
| 5Y | +58.7% | +276.5% | -217.8% | -15.5% |
| All | +445.3% | +421.7% | +23.6% | +153.2% |
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