-99.3%
MSTZ vs CASY
+92.0%
-191.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -1.1% |
| 7D | +31.0% | +5.8% | +25.2% | +34.3% |
| 30D | +34.0% | +10.7% | +23.3% | +40.5% |
| 3M | -67.7% | -13.9% | -53.8% | -70.8% |
| 6M | -14.9% | -18.4% | +3.5% | -30.6% |
| YTD | -79.1% | +29.6% | -108.7% | -70.4% |
| 1Y | -58.9% | +32.8% | -91.8% | -40.5% |
| All | -99.3% | +92.0% | -191.3% | -97.7% |
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 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