+52.3%
MSFT vs CASY
+154.1%
-101.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | +1.7% | +1.1% | +0.6% | +1.6% |
| 30D | +0.2% | +8.7% | -8.5% | -0.4% |
| 3M | +6.4% | -17.3% | +23.7% | +7.4% |
| 6M | +28.7% | -19.7% | +48.4% | +30.5% |
| YTD | +10.4% | +24.8% | -14.4% | +4.1% |
| 1Y | +7.6% | +31.9% | -24.3% | +0.4% |
| 3Y | +52.3% | +155.4% | -103.1% | +26.6% |
| All | +52.3% | +154.1% | -101.8% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling