-30.2%
MSTZ vs CASY
+51.2%
-81.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.6% |
| 7D | -29.7% | +0.1% | -29.8% | -29.7% |
| 30D | -65.3% | -11.3% | -53.9% | -65.9% |
| 3M | -57.3% | -0.6% | -56.7% | -56.3% |
| 6M | -61.6% | +10.7% | -72.4% | -57.7% |
| YTD | -78.3% | +37.1% | -115.4% | -75.4% |
| 1Y | -30.2% | +52.3% | -82.5% | -21.3% |
| All | -30.2% | +51.2% | -81.5% | -21.3% |
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 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