+595.0%
MSI vs CASY
+549.1%
+46.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.2% |
| 7D | -5.8% | -4.4% | -1.4% | -4.5% |
| 30D | -1.0% | -12.0% | +11.1% | +2.5% |
| 3M | +14.2% | -2.3% | +16.5% | +13.1% |
| 6M | +1.0% | +10.5% | -9.5% | -4.3% |
| YTD | +21.5% | +33.0% | -11.6% | +8.3% |
| 1Y | -2.1% | +41.1% | -43.3% | -14.7% |
| 3Y | +69.3% | +207.5% | -138.2% | +9.5% |
| 5Y | +99.3% | +290.7% | -191.4% | +16.6% |
| 10Y | +595.0% | +556.5% | +38.6% | +244.1% |
| All | +595.0% | +549.1% | +46.0% | +244.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling