+525.0%
MTUM vs CASY
+1,371.7%
-846.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | +6.6% | +3.6% | +3.1% | +5.7% |
| 30D | -10.8% | +9.1% | -19.9% | -13.0% |
| 3M | -13.8% | -16.5% | +2.7% | -10.2% |
| 6M | -10.7% | -19.7% | +9.0% | -6.9% |
| YTD | +9.1% | +29.3% | -20.2% | -1.7% |
| 1Y | +11.4% | +33.1% | -21.8% | -0.7% |
| 3Y | +88.8% | +158.5% | -69.7% | +34.8% |
| 5Y | +51.7% | +266.7% | -215.0% | -4.3% |
| 10Y | +307.9% | +553.5% | -245.5% | +113.2% |
| All | +525.0% | +1,371.7% | -846.6% | +159.2% |
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