+272.3%
MTZ vs CASY
+161.8%
+110.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.0% | -1.4% |
| 7D | +5.0% | +3.6% | +1.4% | +4.5% |
| 30D | -6.0% | +9.1% | -15.1% | -7.3% |
| 3M | -36.1% | -16.5% | -19.6% | -33.9% |
| 6M | -56.9% | -19.7% | -37.2% | -54.8% |
| YTD | -15.9% | +29.3% | -45.2% | -22.6% |
| 1Y | -3.8% | +33.1% | -37.0% | -12.4% |
| 3Y | +272.3% | +158.5% | +113.7% | +168.8% |
| All | +272.3% | +161.8% | +110.5% | +168.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling