+427.3%
CSX vs MSCI
+789.3%
-362.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.6% |
| 7D | -5.5% | +2.8% | -8.3% | -6.4% |
| 30D | +4.9% | +15.4% | -10.5% | -0.2% |
| 3M | -2.9% | +13.4% | -16.3% | -7.3% |
| 6M | +8.3% | +10.9% | -2.6% | +3.3% |
| YTD | +36.7% | +13.0% | +23.8% | +28.3% |
| 1Y | +41.5% | +12.0% | +29.5% | +33.1% |
| 3Y | +68.6% | +34.1% | +34.5% | +43.1% |
| 5Y | +48.4% | +3.9% | +44.5% | +35.6% |
| All | +427.3% | +789.3% | -362.0% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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