+27.0%
MUZ vs CASY
-19.4%
+46.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +33.9% | +2.2% | +31.7% | +32.5% |
| 7D | +79.0% | +1.8% | +77.2% | +77.2% |
| 30D | +104.4% | +11.2% | +93.2% | +100.3% |
| 3M | +27.0% | -19.1% | +46.0% | +27.2% |
| All | +27.0% | -19.4% | +46.3% | +27.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling