+21.8%
MUB vs CASY
+547.1%
-525.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.7% | +1.1% | -0.4% | +0.7% |
| 30D | +4.4% | +8.7% | -4.3% | +4.2% |
| 3M | -0.2% | -17.3% | +17.2% | +0.1% |
| 6M | -0.6% | -19.7% | +19.1% | -0.3% |
| YTD | +0.3% | +24.8% | -24.5% | -0.3% |
| 1Y | +0.8% | +31.9% | -31.1% | 0.0% |
| 3Y | +12.0% | +155.4% | -143.4% | +9.4% |
| 5Y | +3.4% | +250.6% | -247.1% | +0.2% |
| All | +21.8% | +547.1% | -525.3% | +16.6% |
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 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