+114.0%
MS vs CASY
+254.0%
-140.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.2% | -8.1% | -6.4% |
| 7D | -3.4% | +1.8% | -5.2% | -3.8% |
| 30D | -3.9% | +11.2% | -15.1% | -6.2% |
| 3M | -15.9% | -19.1% | +3.2% | -12.3% |
| 6M | -2.5% | -19.9% | +17.4% | +1.4% |
| YTD | +5.1% | +25.2% | -20.1% | -5.3% |
| 1Y | +13.0% | +31.6% | -18.7% | -0.1% |
| 3Y | +160.7% | +155.4% | +5.3% | +79.0% |
| 5Y | +114.0% | +251.5% | -137.5% | +26.6% |
| All | +114.0% | +254.0% | -140.0% | +26.6% |
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