+133,470.8%
MSFT vs CASY
+36,294.0%
+97,176.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +2.7% | -11.3% | +14.1% | +5.4% |
| 3M | +17.0% | -0.6% | +17.6% | +15.8% |
| 6M | +23.8% | +10.7% | +13.1% | +18.9% |
| YTD | +4.0% | +37.1% | -33.1% | -5.4% |
| 1Y | -0.8% | +52.3% | -53.1% | -12.2% |
| 3Y | +55.6% | +215.2% | -159.6% | +13.1% |
| 5Y | +72.9% | +276.5% | -203.6% | +19.4% |
| 10Y | +875.8% | +508.4% | +367.4% | +484.2% |
| All | +133,470.8% | +36,294.0% | +97,176.7% | +29,576.2% |
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