-86.8%
MSTU vs CASY
+97.0%
-183.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.0% | -5.7% | -6.9% |
| 7D | +16.1% | -4.4% | +20.5% | +19.5% |
| 30D | +68.7% | -12.0% | +80.7% | +80.6% |
| 3M | -11.0% | -2.3% | -8.6% | -16.7% |
| 6M | -33.4% | +10.5% | -43.9% | -45.0% |
| YTD | -59.5% | +33.0% | -92.5% | -72.7% |
| 1Y | -93.4% | +41.1% | -134.5% | -96.0% |
| All | -86.8% | +97.0% | -183.8% | -95.1% |
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