+3,971.9%
MU vs CASY
+553.2%
+3,418.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.2% |
| 7D | -22.0% | +1.1% | -23.1% | -22.4% |
| 30D | -36.6% | +8.7% | -45.3% | -38.5% |
| 3M | -21.7% | -17.3% | -4.4% | -17.8% |
| 6M | +3.5% | -19.7% | +23.3% | +8.1% |
| YTD | +141.9% | +24.8% | +117.1% | +111.9% |
| 1Y | +189.8% | +31.9% | +157.9% | +147.1% |
| 3Y | +855.4% | +155.4% | +700.0% | +506.2% |
| 5Y | +869.2% | +250.6% | +618.6% | +425.2% |
| All | +3,971.9% | +553.2% | +3,418.8% | +1,562.6% |
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