+41.5%
CSX vs MSI
+32.4%
+9.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | -5.5% | +4.7% | -10.2% | -6.0% |
| 30D | +4.9% | +14.8% | -9.8% | +3.3% |
| 3M | -2.9% | +8.8% | -11.7% | -3.9% |
| 6M | +8.3% | +19.3% | -11.0% | +5.9% |
| YTD | +36.7% | +35.3% | +1.4% | +32.6% |
| 1Y | +41.5% | +33.8% | +7.7% | +39.8% |
| All | +41.5% | +32.4% | +9.1% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling