+57.2%
CSX vs MSTU
-92.2%
+149.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.6% |
| 7D | +6.0% | -25.8% | +31.8% | +6.6% |
| 30D | +7.8% | -43.9% | +51.7% | +8.9% |
| 3M | +4.1% | +2.9% | +1.2% | +2.8% |
| 6M | +17.9% | -75.5% | +93.4% | +20.5% |
| YTD | +44.9% | -76.7% | +121.6% | +46.0% |
| 1Y | +51.1% | -88.9% | +140.1% | +55.4% |
| All | +57.2% | -92.2% | +149.5% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling