+41.5%
CSX vs MSTU
-90.0%
+131.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.3% |
| 7D | -5.5% | -4.3% | -1.3% | -5.5% |
| 30D | +4.9% | -34.6% | +39.5% | +5.3% |
| 3M | -2.9% | +39.0% | -41.9% | -4.1% |
| 6M | +8.3% | -70.5% | +78.9% | +10.8% |
| YTD | +36.7% | -68.6% | +105.4% | +37.4% |
| 1Y | +41.5% | -88.6% | +130.1% | +47.8% |
| All | +41.5% | -90.0% | +131.5% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling