+3,134.4%
MTZ vs CASY
+36,294.0%
-33,159.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -11.1% | -11.3% | +0.3% | -7.8% |
| 3M | -36.7% | -0.6% | -36.1% | -37.7% |
| 6M | -21.9% | +10.7% | -32.7% | -25.7% |
| YTD | +9.1% | +37.1% | -28.0% | -3.1% |
| 1Y | +30.0% | +52.3% | -22.3% | +11.0% |
| 3Y | +138.5% | +215.2% | -76.7% | +58.2% |
| 5Y | +158.3% | +276.5% | -118.1% | +59.8% |
| 10Y | +700.8% | +508.4% | +192.4% | +317.9% |
| All | +3,134.4% | +36,294.0% | -33,159.6% | +665.9% |
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