+800.7%
MSCI vs CASY
+539.5%
+261.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | +2.7% | +5.0% | -2.3% | +1.3% |
| 30D | +16.2% | +8.2% | +8.1% | +13.7% |
| 3M | +17.1% | -18.2% | +35.2% | +22.8% |
| 6M | +13.0% | -18.6% | +31.6% | +17.7% |
| YTD | +15.8% | +26.8% | -11.0% | +4.6% |
| 1Y | +15.5% | +31.6% | -16.1% | +3.0% |
| 3Y | +32.3% | +156.5% | -124.2% | -7.8% |
| 5Y | +8.2% | +258.6% | -250.5% | -34.0% |
| 10Y | +800.7% | +550.3% | +250.4% | +346.6% |
| All | +800.7% | +539.5% | +261.2% | +346.6% |
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 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