+3,874.2%
MSI vs CASY
+36,294.0%
-32,419.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +6.8% | -11.3% | +18.2% | +10.0% |
| 3M | +14.3% | -0.6% | +14.9% | +13.1% |
| 6M | -1.6% | +10.7% | -12.3% | -5.7% |
| YTD | +22.8% | +37.1% | -14.3% | +11.0% |
| 1Y | -1.1% | +52.3% | -53.4% | -13.3% |
| 3Y | +70.5% | +215.2% | -144.7% | +20.4% |
| 5Y | +102.8% | +276.5% | -173.7% | +35.6% |
| 10Y | +597.4% | +508.4% | +89.1% | +299.8% |
| All | +3,874.2% | +36,294.0% | -32,419.9% | +782.5% |
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