-90.3%
MSTU vs CASY
+86.1%
-176.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.7% | -5.7% | -5.4% |
| 7D | -9.3% | +3.6% | -12.9% | -11.0% |
| 30D | -38.3% | +7.2% | -45.5% | -41.1% |
| 3M | +24.0% | -16.9% | +41.0% | +35.4% |
| 6M | -72.1% | -19.3% | -52.7% | -69.2% |
| YTD | -70.2% | +25.6% | -95.9% | -79.5% |
| 1Y | -89.6% | +30.2% | -119.8% | -93.3% |
| All | -90.3% | +86.1% | -176.4% | -96.3% |
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