+6,288.2%
MS vs CASY
+24,124.9%
-17,836.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -0.3% | -11.3% | +11.1% | +4.5% |
| 3M | +0.3% | -0.6% | +0.9% | -1.7% |
| 6M | +31.3% | +10.7% | +20.6% | +22.4% |
| YTD | +24.7% | +37.1% | -12.5% | +5.9% |
| 1Y | +47.9% | +52.3% | -4.4% | +19.6% |
| 3Y | +178.3% | +215.2% | -36.9% | +59.9% |
| 5Y | +144.9% | +276.5% | -131.6% | +28.2% |
| 10Y | +804.5% | +508.4% | +296.2% | +272.1% |
| All | +6,288.2% | +24,124.9% | -17,836.7% | +728.3% |
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