+265.1%
MU vs CASY
+32.1%
+233.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.4% | -8.4% | -6.8% |
| 7D | -19.1% | +0.8% | -19.9% | -19.0% |
| 30D | -25.2% | +9.4% | -34.7% | -24.3% |
| 3M | -10.9% | -20.6% | +9.7% | -13.3% |
| 6M | +38.0% | -20.7% | +58.7% | +39.8% |
| YTD | +178.8% | +22.5% | +156.3% | +208.9% |
| 1Y | +265.1% | +29.5% | +235.7% | +316.8% |
| All | +265.1% | +32.1% | +233.0% | +316.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling