-99.3%
MSTZ vs CASY
+84.9%
-184.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.6% |
| 7D | -1.2% | +1.1% | -2.3% | -0.8% |
| 30D | +22.2% | +8.7% | +13.5% | +27.3% |
| 3M | -70.4% | -17.3% | -53.1% | -73.8% |
| 6M | -31.0% | -19.7% | -11.3% | -43.1% |
| YTD | -81.0% | +24.8% | -105.9% | -73.7% |
| 1Y | -61.2% | +31.9% | -93.1% | -42.5% |
| All | -99.3% | +84.9% | -184.2% | -98.0% |
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