+5,285.6%
MS vs CASY
+22,013.5%
-16,727.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.2% | -8.1% | -6.8% |
| 7D | -3.4% | +1.8% | -5.2% | -4.2% |
| 30D | -3.9% | +11.2% | -15.1% | -8.2% |
| 3M | -15.9% | -19.1% | +3.2% | -9.5% |
| 6M | -2.5% | -19.9% | +17.4% | +3.1% |
| YTD | +5.1% | +25.2% | -20.1% | -8.4% |
| 1Y | +13.0% | +31.6% | -18.7% | -3.9% |
| 3Y | +160.7% | +155.4% | +5.3% | +62.1% |
| 5Y | +114.0% | +251.5% | -137.5% | +14.1% |
| 10Y | +637.5% | +558.6% | +78.8% | +190.7% |
| All | +5,285.6% | +22,013.5% | -16,727.9% | +616.7% |
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