+67.8%
CSX vs MSI
+103.4%
-35.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.1% |
| 7D | -3.4% | -3.7% | +0.3% | -2.2% |
| 30D | -3.1% | +6.8% | -9.9% | -5.4% |
| 3M | +7.2% | +14.3% | -7.1% | +2.0% |
| 6M | +16.2% | -1.6% | +17.7% | +16.3% |
| YTD | +37.5% | +22.8% | +14.8% | +26.4% |
| 1Y | +53.2% | -1.1% | +54.3% | +52.8% |
| 3Y | +68.2% | +70.5% | -2.2% | +27.9% |
| All | +67.8% | +103.4% | -35.6% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling