-87.2%
MSTU vs CASY
+32.1%
-119.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.4% | +8.9% | +10.3% |
| 7D | -4.8% | +0.8% | -5.7% | -4.9% |
| 30D | -29.6% | +9.4% | -39.0% | -30.4% |
| 3M | +69.4% | -20.6% | +90.0% | +74.1% |
| 6M | -62.2% | -20.7% | -41.5% | -59.2% |
| YTD | -61.1% | +22.5% | -83.6% | -63.4% |
| 1Y | -87.2% | +29.5% | -116.6% | -86.8% |
| All | -87.2% | +32.1% | -119.3% | -86.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling