+8,310.1%
MTB vs CASY
+36,294.0%
-27,984.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -4.2% | -11.3% | +7.2% | -1.6% |
| 3M | +8.9% | -0.6% | +9.5% | +7.9% |
| 6M | +10.9% | +10.7% | +0.2% | +6.8% |
| YTD | +21.5% | +37.1% | -15.6% | +11.1% |
| 1Y | +21.9% | +52.3% | -30.4% | +8.4% |
| 3Y | +109.2% | +215.2% | -105.9% | +53.9% |
| 5Y | +102.0% | +276.5% | -174.5% | +41.3% |
| 10Y | +171.9% | +508.4% | -336.4% | +70.4% |
| All | +8,310.1% | +36,294.0% | -27,984.0% | +3,000.6% |
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