-61.2%
MSTZ vs CASY
+32.0%
-93.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | -1.2% | +1.1% | -2.3% | -1.2% |
| 30D | +22.2% | +8.7% | +13.5% | +23.1% |
| 3M | -70.4% | -17.3% | -53.1% | -71.0% |
| 6M | -31.0% | -19.7% | -11.3% | -37.5% |
| YTD | -81.0% | +24.8% | -105.9% | -79.9% |
| 1Y | -61.2% | +31.9% | -93.1% | -62.4% |
| All | -61.2% | +32.0% | -93.2% | -62.4% |
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