+145.1%
MS vs CASY
+276.6%
-131.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -0.3% | -11.3% | +11.1% | +2.4% |
| 3M | +0.3% | -0.6% | +0.9% | -1.0% |
| 6M | +31.3% | +10.7% | +20.6% | +24.9% |
| YTD | +24.7% | +37.1% | -12.5% | +10.6% |
| 1Y | +47.9% | +52.3% | -4.4% | +26.4% |
| 3Y | +178.3% | +215.2% | -36.9% | +79.8% |
| All | +145.1% | +276.6% | -131.6% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling