+834.9%
MSCI vs CASY
+550.0%
+284.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -0.7% | +2.5% | -3.2% | -1.3% |
| 30D | +16.2% | +10.2% | +6.0% | +13.1% |
| 3M | +16.1% | -15.7% | +31.8% | +20.9% |
| 6M | +12.9% | -18.4% | +31.3% | +17.6% |
| YTD | +14.8% | +28.3% | -13.5% | +3.4% |
| 1Y | +13.8% | +32.6% | -18.8% | +1.2% |
| 3Y | +31.2% | +159.5% | -128.3% | -9.0% |
| 5Y | +5.6% | +263.9% | -258.3% | -36.1% |
| All | +834.9% | +550.0% | +284.9% | +356.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling