+3,786.1%
CSX vs MKSI
+1,754.7%
+2,031.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | +0.7% | +4.0% | -3.3% | -0.5% |
| 30D | +8.1% | -19.3% | +27.4% | +12.1% |
| 3M | +2.2% | -26.9% | +29.1% | +7.7% |
| 6M | +14.6% | -31.7% | +46.3% | +20.0% |
| YTD | +42.2% | +33.9% | +8.3% | +27.2% |
| 1Y | +47.3% | +34.9% | +12.4% | +31.3% |
| 3Y | +73.5% | +207.2% | -133.7% | +20.7% |
| 5Y | +54.1% | +41.1% | +13.0% | +23.1% |
| 10Y | +409.0% | +361.0% | +48.0% | +197.3% |
| All | +3,786.1% | +1,754.7% | +2,031.4% | +1,666.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling