+103.3%
MTB vs CASY
+274.3%
-171.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | 0.0% |
| 7D | +2.8% | -4.4% | +7.1% | +3.7% |
| 30D | -4.2% | -12.0% | +7.9% | -1.7% |
| 3M | +7.8% | -2.3% | +10.1% | +7.0% |
| 6M | +14.8% | +10.5% | +4.3% | +9.8% |
| YTD | +20.8% | +33.0% | -12.2% | +9.7% |
| 1Y | +23.1% | +41.1% | -18.0% | +9.6% |
| 3Y | +114.8% | +207.5% | -92.7% | +44.3% |
| 5Y | +103.3% | +290.7% | -187.4% | +19.0% |
| All | +103.3% | +274.3% | -171.0% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling