+89.9%
MTZ vs CASY
+254.7%
-164.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.3% | -4.5% |
| 7D | -8.7% | +5.0% | -13.7% | -9.6% |
| 30D | -15.0% | +8.2% | -23.1% | -16.5% |
| 3M | -32.6% | -18.2% | -14.4% | -29.8% |
| 6M | -56.3% | -18.6% | -37.8% | -54.7% |
| YTD | -16.8% | +26.8% | -43.6% | -23.9% |
| 1Y | -10.0% | +31.6% | -41.6% | -18.9% |
| 3Y | +267.1% | +156.5% | +110.6% | +164.3% |
| 5Y | +89.9% | +258.6% | -168.8% | +27.5% |
| All | +89.9% | +254.7% | -164.8% | +27.5% |
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 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