+416.4%
CSX vs MKSI
+386.6%
+29.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.9% | -4.3% | +0.3% |
| 7D | -0.3% | +15.9% | -16.2% | -3.7% |
| 30D | +8.7% | -9.6% | +18.3% | +10.2% |
| 3M | +4.2% | -23.2% | +27.4% | +9.0% |
| 6M | +16.7% | -29.2% | +45.9% | +21.4% |
| YTD | +44.5% | +41.8% | +2.7% | +25.1% |
| 1Y | +50.3% | +48.7% | +1.6% | +28.2% |
| 3Y | +76.3% | +225.3% | -149.0% | +11.2% |
| 5Y | +58.1% | +43.6% | +14.6% | +21.6% |
| 10Y | +416.4% | +370.2% | +46.2% | +190.8% |
| All | +416.4% | +386.6% | +29.8% | +190.8% |
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