+599.3%
MTUM vs CASY
+1,461.1%
-861.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -1.7% | -11.3% | +9.7% | +1.5% |
| 3M | -6.3% | -0.6% | -5.7% | -7.5% |
| 6M | +21.8% | +10.7% | +11.1% | +16.2% |
| YTD | +22.0% | +37.1% | -15.1% | +9.0% |
| 1Y | +25.3% | +52.3% | -27.0% | +8.0% |
| 3Y | +112.1% | +215.2% | -103.0% | +43.2% |
| 5Y | +76.2% | +276.5% | -200.3% | +11.2% |
| 10Y | +340.1% | +508.4% | -168.2% | +134.8% |
| All | +599.3% | +1,461.1% | -861.8% | +187.4% |
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