+911.7%
MU vs CASY
+254.7%
+657.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -15.2% | +5.0% | -20.2% | -16.1% |
| 30D | -29.5% | +8.2% | -37.7% | -30.9% |
| 3M | -15.8% | -18.2% | +2.4% | -12.3% |
| 6M | -2.9% | -18.6% | +15.7% | +0.6% |
| YTD | +154.2% | +26.8% | +127.4% | +125.0% |
| 1Y | +186.6% | +31.6% | +155.0% | +149.0% |
| 3Y | +871.5% | +156.5% | +715.0% | +534.4% |
| 5Y | +911.7% | +258.6% | +653.1% | +440.3% |
| All | +911.7% | +254.7% | +657.0% | +440.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling