+22.3%
MUB vs CASY
+550.6%
-528.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | +0.6% | +5.0% | -4.4% | +0.5% |
| 30D | +3.4% | +8.2% | -4.8% | +3.3% |
| 3M | -0.7% | -18.2% | +17.5% | -0.4% |
| 6M | -1.0% | -18.6% | +17.6% | -0.7% |
| YTD | 0.0% | +26.8% | -26.8% | -0.6% |
| 1Y | +0.4% | +31.6% | -31.2% | -0.3% |
| 3Y | +10.5% | +156.5% | -146.0% | +7.9% |
| 5Y | +3.1% | +258.6% | -255.5% | -0.2% |
| All | +22.3% | +550.6% | -528.3% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling