-85.6%
MSTU vs CASY
+103.1%
-188.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | +21.3% | +0.1% | +21.2% | +21.2% |
| 30D | +90.8% | -11.3% | +102.2% | +103.6% |
| 3M | -6.8% | -0.6% | -6.1% | -13.3% |
| 6M | -39.8% | +10.7% | -50.5% | -49.6% |
| YTD | -55.7% | +37.1% | -92.8% | -70.7% |
| 1Y | -92.7% | +52.3% | -145.0% | -95.9% |
| All | -85.6% | +103.1% | -188.7% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling