+492.6%
MTZ vs CASY
+551.3%
-58.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.7% | +7.9% | +8.4% |
| 7D | -2.4% | +3.6% | -6.0% | -3.7% |
| 30D | -11.1% | +7.2% | -18.3% | -13.6% |
| 3M | -30.6% | -16.9% | -13.7% | -26.7% |
| 6M | -54.4% | -19.3% | -35.0% | -52.1% |
| YTD | -13.0% | +25.6% | -38.7% | -23.7% |
| 1Y | -5.7% | +30.2% | -35.8% | -18.8% |
| 3Y | +297.2% | +154.9% | +142.3% | +148.0% |
| 5Y | +95.9% | +252.1% | -156.2% | +3.1% |
| 10Y | +492.6% | +535.8% | -43.2% | +135.5% |
| All | +492.6% | +551.3% | -58.7% | +135.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling