+74.4%
MSI vs CASY
+154.1%
-79.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +4.7% | +1.1% | +3.6% | +4.5% |
| 30D | +14.8% | +8.7% | +6.1% | +13.6% |
| 3M | +8.8% | -17.3% | +26.1% | +11.0% |
| 6M | +19.3% | -19.7% | +39.0% | +22.1% |
| YTD | +35.3% | +24.8% | +10.5% | +27.0% |
| 1Y | +33.8% | +31.9% | +1.9% | +24.0% |
| 3Y | +74.4% | +155.4% | -81.0% | +43.6% |
| All | +74.4% | +154.1% | -79.6% | +43.6% |
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