+855.4%
MU vs CASY
+154.1%
+701.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.1% |
| 7D | -22.0% | +1.1% | -23.1% | -22.1% |
| 30D | -36.6% | +8.7% | -45.3% | -37.4% |
| 3M | -21.7% | -17.3% | -4.4% | -19.7% |
| 6M | +3.5% | -19.7% | +23.3% | +7.2% |
| YTD | +141.9% | +24.8% | +117.1% | +117.4% |
| 1Y | +189.8% | +31.9% | +157.9% | +154.2% |
| 3Y | +855.4% | +155.4% | +700.0% | +523.1% |
| All | +855.4% | +154.1% | +701.3% | +523.1% |
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