+10,056.0%
CSX vs MSI
+4,479.6%
+5,576.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.4% | -3.3% |
| 7D | -2.7% | +5.1% | -7.8% | -3.9% |
| 30D | +7.0% | +13.3% | -6.3% | +3.8% |
| 3M | -0.3% | +18.3% | -18.6% | -4.5% |
| 6M | +13.5% | +18.7% | -5.2% | +8.2% |
| YTD | +41.5% | +36.0% | +5.5% | +30.2% |
| 1Y | +45.8% | +32.6% | +13.2% | +34.9% |
| 3Y | +74.4% | +78.3% | -3.9% | +48.7% |
| 5Y | +53.6% | +121.6% | -68.0% | +23.6% |
| 10Y | +465.6% | +689.0% | -223.4% | +238.5% |
| All | +10,056.0% | +4,479.6% | +5,576.4% | +3,262.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling