+62.7%
MTB vs CASY
+250.1%
-187.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -1.3% | +1.1% | -2.4% | -1.6% |
| 30D | +0.5% | +8.7% | -8.2% | -1.1% |
| 3M | -12.4% | -17.3% | +4.9% | -9.5% |
| 6M | +1.5% | -19.7% | +21.2% | +4.9% |
| YTD | +10.3% | +24.8% | -14.5% | +1.5% |
| 1Y | +22.2% | +31.9% | -9.7% | +10.6% |
| 3Y | +96.9% | +155.4% | -58.4% | +42.7% |
| All | +62.7% | +250.1% | -187.4% | +1.5% |
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 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