+74.7%
CSX vs MKSI
+176.6%
-101.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +0.3% |
| 7D | -3.4% | +1.8% | -5.2% | -3.6% |
| 30D | -3.1% | -16.8% | +13.7% | -1.1% |
| 3M | +7.2% | -21.1% | +28.3% | +8.9% |
| 6M | +16.2% | +10.8% | +5.3% | +11.9% |
| YTD | +37.5% | +63.3% | -25.8% | +25.1% |
| 1Y | +53.2% | +157.0% | -103.7% | +29.3% |
| All | +74.7% | +176.6% | -101.9% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling