+504.6%
CSX vs MAS
+137.9%
+366.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.1% |
| 7D | -3.4% | -0.8% | -2.6% | -3.0% |
| 30D | -3.1% | -5.6% | +2.5% | -0.7% |
| 3M | +7.2% | +4.4% | +2.7% | +3.7% |
| 6M | +16.2% | +7.2% | +9.0% | +10.3% |
| YTD | +37.5% | +16.1% | +21.4% | +24.8% |
| 1Y | +53.2% | +0.1% | +53.1% | +48.7% |
| 3Y | +68.2% | +28.3% | +39.9% | +40.2% |
| 5Y | +65.2% | +30.5% | +34.8% | +32.6% |
| All | +504.6% | +137.9% | +366.6% | +254.8% |
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