+2,683.6%
MUU vs CASY
+62.9%
+2,620.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -14.2% | +19.8% | +7.2% |
| 7D | +15.0% | -16.5% | +31.6% | +17.4% |
| 30D | +36.8% | -26.4% | +63.2% | +42.5% |
| 3M | -8.5% | -17.3% | +8.8% | -9.1% |
| 6M | +320.7% | -5.2% | +325.9% | +292.2% |
| YTD | +599.7% | +14.1% | +585.6% | +489.1% |
| 1Y | +2,569.2% | +16.6% | +2,552.6% | +2,081.5% |
| All | +2,683.6% | +62.9% | +2,620.6% | +1,475.0% |
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