+808.8%
MU vs CASY
+154.8%
+654.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +2.2% | -19.6% | -17.7% |
| 7D | -29.7% | +1.8% | -31.6% | -29.9% |
| 30D | -37.2% | +11.2% | -48.4% | -38.2% |
| 3M | -26.5% | -19.1% | -7.4% | -24.3% |
| 6M | +2.6% | -19.9% | +22.5% | +6.4% |
| YTD | +130.1% | +25.2% | +105.0% | +106.8% |
| 1Y | +176.7% | +31.6% | +145.1% | +143.0% |
| All | +808.8% | +154.8% | +654.1% | +492.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling