+46.0%
MSFT vs CASY
+159.8%
-113.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | -2.4% | +2.5% | -4.9% | -2.6% |
| 30D | -3.8% | +10.2% | -14.0% | -4.4% |
| 3M | +6.4% | -15.7% | +22.1% | +7.4% |
| 6M | +28.8% | -18.4% | +47.2% | +30.6% |
| YTD | +8.8% | +28.3% | -19.4% | +2.4% |
| 1Y | +3.2% | +32.6% | -29.4% | -3.6% |
| All | +46.0% | +159.8% | -113.8% | +21.0% |
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