-99.2%
MSTZ vs CASY
+103.1%
-202.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.4% |
| 7D | -29.7% | +0.1% | -29.8% | -29.6% |
| 30D | -65.3% | -11.3% | -53.9% | -68.0% |
| 3M | -57.3% | -0.6% | -56.7% | -57.4% |
| 6M | -61.6% | +10.7% | -72.4% | -55.4% |
| YTD | -78.3% | +37.1% | -115.4% | -68.1% |
| 1Y | -30.2% | +52.3% | -82.5% | +17.1% |
| All | -99.2% | +103.1% | -202.3% | -97.5% |
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