+542.0%
MS vs CASY
+555.0%
-13.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | +5.1% | +3.6% | +1.5% | +3.8% |
| 30D | +5.7% | +9.1% | -3.4% | +2.3% |
| 3M | -12.2% | -16.5% | +4.4% | -7.1% |
| 6M | -0.5% | -19.7% | +19.2% | +5.1% |
| YTD | +9.8% | +29.3% | -19.4% | -5.5% |
| 1Y | +17.7% | +33.1% | -15.4% | -0.2% |
| 3Y | +176.8% | +158.5% | +18.3% | +68.5% |
| 5Y | +123.7% | +266.7% | -143.0% | +12.5% |
| All | +542.0% | +555.0% | -13.0% | +161.2% |
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 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