+2,781.3%
MSCI vs CASY
+2,687.8%
+93.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.5% |
| 7D | +6.0% | +1.8% | +4.2% | +5.4% |
| 30D | +18.2% | +11.2% | +7.0% | +13.9% |
| 3M | +15.1% | -19.1% | +34.2% | +22.6% |
| 6M | +13.7% | -19.9% | +33.6% | +20.0% |
| YTD | +15.6% | +25.2% | -9.6% | +3.1% |
| 1Y | +16.3% | +31.6% | -15.3% | +1.7% |
| 3Y | +36.9% | +155.4% | -118.5% | -9.3% |
| 5Y | +6.3% | +251.5% | -245.2% | -38.5% |
| 10Y | +823.0% | +558.6% | +264.3% | +293.4% |
| All | +2,781.3% | +2,687.8% | +93.5% | +491.5% |
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