+479.2%
CSX vs MAS
+241.3%
+237.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -3.0% | 0.0% |
| 7D | +0.1% | +14.2% | -14.0% | -5.9% |
| 30D | +9.7% | +26.8% | -17.1% | -1.8% |
| 3M | +2.3% | +13.1% | -10.9% | -3.8% |
| 6M | +17.1% | +27.9% | -10.9% | +2.6% |
| YTD | +44.9% | +38.7% | +6.2% | +20.5% |
| 1Y | +47.1% | +40.4% | +6.7% | +21.5% |
| 3Y | +78.6% | +66.1% | +12.5% | +30.8% |
| 5Y | +57.2% | +47.4% | +9.8% | +19.2% |
| 10Y | +479.2% | +238.3% | +240.9% | +194.7% |
| All | +479.2% | +241.3% | +237.9% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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