+496.7%
CSX vs MKSI
+502.4%
-5.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.2% | -1.5% |
| 7D | -0.6% | +6.6% | -7.2% | -2.1% |
| 30D | -3.2% | -8.2% | +5.0% | -1.6% |
| 3M | +2.6% | -16.4% | +19.0% | +4.5% |
| 6M | +19.8% | +23.0% | -3.1% | +10.1% |
| YTD | +34.7% | +68.2% | -33.5% | +13.5% |
| 1Y | +52.1% | +148.6% | -96.4% | +14.6% |
| 3Y | +68.4% | +196.0% | -127.5% | +11.7% |
| 5Y | +65.1% | +87.4% | -22.3% | +19.6% |
| 10Y | +496.7% | +523.8% | -27.1% | +190.4% |
| All | +496.7% | +502.4% | -5.7% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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