+119.5%
MTB vs CASY
+539.5%
-420.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -0.7% | +5.0% | -5.6% | -2.4% |
| 30D | +1.4% | +8.2% | -6.7% | -1.6% |
| 3M | -11.6% | -18.2% | +6.6% | -5.6% |
| 6M | +5.4% | -18.6% | +24.0% | +10.9% |
| YTD | +11.7% | +26.8% | -15.1% | -3.4% |
| 1Y | +20.5% | +31.6% | -11.1% | +2.2% |
| 3Y | +104.5% | +156.5% | -52.0% | +21.3% |
| 5Y | +65.1% | +258.6% | -193.6% | -20.5% |
| 10Y | +119.5% | +550.3% | -430.8% | -14.0% |
| All | +119.5% | +539.5% | -420.0% | -14.0% |
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