+9,772.3%
CSX vs MAS
+1,430.5%
+8,341.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.2% |
| 7D | -3.4% | -0.8% | -2.6% | -3.1% |
| 30D | -3.1% | -5.6% | +2.5% | -1.0% |
| 3M | +7.2% | +4.4% | +2.7% | +4.4% |
| 6M | +16.2% | +7.2% | +9.0% | +11.4% |
| YTD | +37.5% | +16.1% | +21.4% | +27.3% |
| 1Y | +53.2% | +0.1% | +53.1% | +49.7% |
| 3Y | +68.2% | +28.3% | +39.9% | +46.6% |
| 5Y | +65.2% | +30.5% | +34.8% | +40.1% |
| 10Y | +504.1% | +139.1% | +365.0% | +299.0% |
| All | +9,772.3% | +1,430.5% | +8,341.8% | +2,774.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling