+48.4%
CSX vs MSTU
-89.5%
+137.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.7% |
| 3M | -2.9% | +39.0% | -41.9% | -4.6% |
| 6M | +8.3% | -70.5% | +78.9% | +10.3% |
| YTD | +36.7% | -68.6% | +105.4% | +37.0% |
| 1Y | +41.5% | -88.6% | +130.1% | +45.8% |
| All | +48.4% | -89.5% | +137.9% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling