+52.5%
CSX vs MSTU
-90.1%
+142.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.1% | +7.8% | +2.9% |
| 7D | -2.2% | -9.3% | +7.1% | -2.0% |
| 30D | +6.8% | -38.3% | +45.1% | +7.7% |
| 3M | +0.7% | +24.0% | -23.4% | -0.9% |
| 6M | +13.3% | -72.1% | +85.3% | +15.5% |
| YTD | +40.5% | -70.2% | +110.7% | +40.9% |
| 1Y | +44.7% | -89.6% | +134.3% | +49.4% |
| All | +52.5% | -90.1% | +142.6% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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