+4,277.4%
MU vs CASY
+539.5%
+3,737.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -15.2% | +5.0% | -20.2% | -16.6% |
| 30D | -29.5% | +8.2% | -37.7% | -31.6% |
| 3M | -15.8% | -18.2% | +2.4% | -11.2% |
| 6M | -2.9% | -18.6% | +15.7% | +0.9% |
| YTD | +154.2% | +26.8% | +127.4% | +121.6% |
| 1Y | +186.6% | +31.6% | +155.0% | +145.0% |
| 3Y | +871.5% | +156.5% | +715.0% | +516.4% |
| 5Y | +911.7% | +258.6% | +653.1% | +444.0% |
| 10Y | +4,277.4% | +550.3% | +3,727.1% | +1,675.5% |
| All | +4,277.4% | +539.5% | +3,737.9% | +1,675.5% |
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