+7,535.5%
MTB vs CASY
+33,031.0%
-25,495.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | -12.4% | -17.3% | +4.9% | -9.0% |
| 6M | +1.5% | -19.7% | +21.2% | +5.1% |
| YTD | +10.3% | +24.8% | -14.5% | +2.6% |
| 1Y | +22.2% | +31.9% | -9.7% | +12.0% |
| 3Y | +96.9% | +155.4% | -58.4% | +51.7% |
| 5Y | +64.3% | +250.6% | -186.3% | +16.3% |
| 10Y | +137.8% | +556.8% | -419.0% | +46.8% |
| All | +7,535.5% | +33,031.0% | -25,495.6% | +2,762.4% |
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