+1,272.2%
MUU vs CASY
+84.6%
+1,187.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.0% | -5.3% |
| 7D | +24.7% | +3.6% | +21.1% | +24.5% |
| 30D | -35.1% | +9.1% | -44.2% | -35.6% |
| 3M | -44.3% | -16.5% | -27.7% | -42.6% |
| 6M | -44.4% | -19.7% | -24.7% | -40.1% |
| YTD | +244.9% | +29.3% | +215.7% | +186.9% |
| 1Y | +365.6% | +33.1% | +332.5% | +275.7% |
| All | +1,272.2% | +84.6% | +1,187.6% | +667.1% |
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