+77.3%
MTUM vs CASY
+230.5%
-153.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +1.2% | -17.2% | +18.5% | +5.2% |
| 30D | -1.7% | -24.4% | +22.7% | +4.2% |
| 3M | -0.5% | -31.4% | +30.9% | +7.7% |
| 6M | +22.3% | -8.9% | +31.2% | +21.6% |
| YTD | +21.4% | +13.8% | +7.5% | +12.7% |
| 1Y | +20.0% | +17.0% | +3.1% | +10.2% |
| 3Y | +113.0% | +163.1% | -50.2% | +46.4% |
| 5Y | +77.3% | +239.0% | -161.7% | +6.4% |
| All | +77.3% | +230.5% | -153.3% | +6.4% |
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 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