+416.4%
CSX vs MAR
+541.3%
-124.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.3% | +1.0% | -1.3% | -0.7% |
| 30D | +8.7% | +16.2% | -7.5% | +2.6% |
| 3M | +4.2% | +23.1% | -18.8% | -3.7% |
| 6M | +16.7% | +22.0% | -5.3% | +7.7% |
| YTD | +44.5% | +39.2% | +5.3% | +26.3% |
| 1Y | +50.3% | +48.3% | +2.0% | +28.0% |
| 3Y | +76.3% | +123.4% | -47.1% | +27.0% |
| 5Y | +58.1% | +185.4% | -127.2% | +1.2% |
| 10Y | +416.4% | +539.2% | -122.8% | +123.5% |
| All | +416.4% | +541.3% | -124.9% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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