+10,299.7%
CSX vs MAS
+1,727.7%
+8,572.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -3.0% | +0.5% |
| 7D | +0.1% | +14.2% | -14.0% | -4.9% |
| 30D | +9.7% | +26.8% | -17.1% | +0.1% |
| 3M | +2.3% | +13.1% | -10.9% | -2.8% |
| 6M | +17.1% | +27.9% | -10.9% | +5.1% |
| YTD | +44.9% | +38.7% | +6.2% | +25.0% |
| 1Y | +47.1% | +40.4% | +6.7% | +26.2% |
| 3Y | +78.6% | +66.1% | +12.5% | +40.9% |
| 5Y | +57.2% | +47.4% | +9.8% | +27.1% |
| 10Y | +479.2% | +238.3% | +240.9% | +236.6% |
| All | +10,299.7% | +1,727.7% | +8,572.0% | +2,722.4% |
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