+418.4%
CSX vs MAR
+531.5%
-113.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.0% | +1.4% |
| 7D | +3.1% | +1.8% | +1.3% | +2.4% |
| 30D | +9.7% | +14.3% | -4.6% | +4.2% |
| 3M | +4.9% | +20.0% | -15.1% | -2.2% |
| 6M | +18.4% | +21.7% | -3.4% | +9.2% |
| YTD | +45.9% | +37.7% | +8.2% | +27.9% |
| 1Y | +50.0% | +46.8% | +3.2% | +28.2% |
| 3Y | +78.0% | +121.0% | -43.0% | +28.7% |
| 5Y | +59.2% | +183.1% | -123.9% | +2.1% |
| All | +418.4% | +531.5% | -113.1% | +108.9% |
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