+170.4%
MTB vs CASY
+468.0%
-297.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.2% | +14.1% | +5.1% |
| 7D | +1.1% | -16.5% | +17.6% | +7.5% |
| 30D | -4.6% | -26.4% | +21.8% | +6.2% |
| 3M | +6.3% | -17.3% | +23.6% | +11.1% |
| 6M | +15.6% | -5.2% | +20.8% | +13.3% |
| YTD | +20.6% | +14.1% | +6.5% | +8.8% |
| 1Y | +22.5% | +16.6% | +5.9% | +8.9% |
| 3Y | +114.4% | +163.7% | -49.3% | +23.8% |
| 5Y | +101.9% | +231.3% | -129.4% | +0.4% |
| 10Y | +170.4% | +462.9% | -292.5% | +10.5% |
| All | +170.4% | +468.0% | -297.6% | +10.5% |
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 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