-89.8%
MSTU vs CASY
+84.9%
-174.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -4.3% | +1.1% | -5.4% | -5.0% |
| 30D | -34.6% | +8.7% | -43.3% | -38.1% |
| 3M | +39.0% | -17.3% | +56.4% | +52.1% |
| 6M | -70.5% | -19.7% | -50.8% | -67.4% |
| YTD | -68.6% | +24.8% | -93.5% | -78.4% |
| 1Y | -88.6% | +31.9% | -120.5% | -92.9% |
| All | -89.8% | +84.9% | -174.7% | -96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling