+15.9%
MS vs CASY
+30.1%
-14.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.5% | +3.1% |
| 7D | +0.7% | +3.6% | -2.8% | +0.9% |
| 30D | -0.9% | +7.2% | -8.1% | -0.7% |
| 3M | -13.0% | -16.9% | +3.9% | -13.2% |
| 6M | -2.0% | -19.3% | +17.4% | -0.6% |
| YTD | +7.8% | +25.6% | -17.9% | +3.2% |
| All | +15.9% | +30.1% | -14.2% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling