+189.8%
MU vs CASY
+30.1%
+159.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.4% |
| 7D | -12.0% | +3.6% | -15.6% | -11.4% |
| 30D | -28.7% | +7.2% | -35.9% | -27.9% |
| 3M | -16.4% | -16.9% | +0.5% | -17.9% |
| 6M | -1.8% | -19.3% | +17.5% | +0.2% |
| YTD | +157.1% | +25.6% | +131.4% | +185.2% |
| All | +189.8% | +30.1% | +159.7% | +229.3% |
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