+49.3%
CSX vs MSTU
-85.2%
+134.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.0% | +0.9% |
| 7D | -3.4% | +21.3% | -24.7% | -4.0% |
| 30D | -3.1% | +90.8% | -93.9% | -5.0% |
| 3M | +7.2% | -6.8% | +13.9% | +6.5% |
| 6M | +16.2% | -39.8% | +56.0% | +16.2% |
| YTD | +37.5% | -55.7% | +93.2% | +37.4% |
| 1Y | +53.2% | -92.7% | +145.9% | +60.7% |
| All | +49.3% | -85.2% | +134.5% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling