+504.6%
CSX vs MSCI
+610.9%
-106.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -3.1% | +0.6% | -3.6% | -3.3% |
| 3M | +7.2% | -7.1% | +14.3% | +9.2% |
| 6M | +16.2% | +0.8% | +15.3% | +14.3% |
| YTD | +37.5% | +1.0% | +36.6% | +34.4% |
| 1Y | +53.2% | +4.3% | +48.9% | +47.2% |
| 3Y | +68.2% | +9.9% | +58.3% | +53.9% |
| 5Y | +65.2% | -6.8% | +72.0% | +56.3% |
| All | +504.6% | +610.9% | -106.3% | +167.1% |
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