+65.5%
CSX vs MKSI
+84.9%
-19.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.2% |
| 7D | +0.6% | +7.7% | -7.1% | -0.6% |
| 30D | -2.3% | -12.9% | +10.6% | -0.2% |
| 3M | +4.3% | -14.8% | +19.1% | +5.3% |
| 6M | +23.4% | +26.6% | -3.3% | +15.2% |
| YTD | +36.4% | +66.6% | -30.2% | +20.5% |
| 1Y | +53.0% | +144.6% | -91.5% | +24.5% |
| 3Y | +70.6% | +193.1% | -122.5% | +24.9% |
| 5Y | +65.5% | +88.6% | -23.1% | +34.2% |
| All | +65.5% | +84.9% | -19.4% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling