+847.8%
MU vs CASY
+250.1%
+597.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.2% |
| 7D | -22.0% | +1.1% | -23.1% | -22.3% |
| 30D | -36.6% | +8.7% | -45.3% | -37.9% |
| 3M | -21.7% | -17.3% | -4.4% | -18.8% |
| 6M | +3.5% | -19.7% | +23.3% | +7.6% |
| YTD | +141.9% | +24.8% | +117.1% | +114.7% |
| 1Y | +189.8% | +31.9% | +157.9% | +150.7% |
| 3Y | +855.4% | +155.4% | +700.0% | +522.1% |
| All | +847.8% | +250.1% | +597.7% | +406.3% |
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