+409.0%
CSX vs MSI
+670.3%
-261.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +0.7% | +7.4% | -6.7% | -2.4% |
| 30D | +8.1% | +18.7% | -10.6% | +0.2% |
| 3M | +2.2% | +14.5% | -12.3% | -3.9% |
| 6M | +14.6% | +38.1% | -23.5% | -1.4% |
| YTD | +42.2% | +38.7% | +3.5% | +20.9% |
| 1Y | +47.3% | +35.4% | +11.9% | +26.5% |
| 3Y | +73.5% | +75.1% | -1.6% | +27.4% |
| 5Y | +54.1% | +126.4% | -72.3% | -2.7% |
| 10Y | +409.0% | +671.4% | -262.4% | +104.1% |
| All | +409.0% | +670.3% | -261.4% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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