-88.9%
MSTU vs CASY
+32.9%
-121.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.0% |
| 7D | -25.8% | +3.6% | -29.4% | -25.8% |
| 30D | -43.9% | +9.1% | -52.9% | -44.2% |
| 3M | +2.9% | -16.5% | +19.4% | +5.5% |
| 6M | -75.5% | -19.7% | -55.8% | -72.6% |
| YTD | -76.7% | +29.3% | -106.0% | -77.0% |
| 1Y | -88.9% | +33.1% | -122.1% | -88.6% |
| All | -88.9% | +32.9% | -121.8% | -88.6% |
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 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