+2,417.1%
MSCI vs CASY
+2,954.0%
-536.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +0.6% | -11.3% | +11.9% | +4.5% |
| 3M | -7.1% | -0.6% | -6.4% | -8.2% |
| 6M | +0.8% | +10.7% | -9.9% | -4.9% |
| YTD | +1.0% | +37.1% | -36.1% | -12.0% |
| 1Y | +4.3% | +52.3% | -48.0% | -12.9% |
| 3Y | +9.9% | +215.2% | -205.2% | -32.4% |
| 5Y | -6.8% | +276.5% | -283.3% | -47.0% |
| 10Y | +614.7% | +508.4% | +106.3% | +217.3% |
| All | +2,417.1% | +2,954.0% | -536.8% | +404.5% |
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