+54.3%
CSX vs MSTU
-90.8%
+145.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.3% | +8.5% | +1.3% |
| 7D | +0.7% | -21.7% | +22.4% | +1.2% |
| 30D | +8.1% | -42.8% | +50.9% | +9.2% |
| 3M | +2.2% | +21.4% | -19.2% | +0.6% |
| 6M | +14.6% | -74.1% | +88.7% | +17.0% |
| YTD | +42.2% | -72.4% | +114.6% | +42.8% |
| 1Y | +47.3% | -90.1% | +137.4% | +52.2% |
| All | +54.3% | -90.8% | +145.1% | +44.5% |
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