+47.1%
CSX vs MSTZ
-63.1%
+110.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.6% | +12.2% | +2.5% |
| 7D | +0.1% | +0.7% | -0.6% | +0.2% |
| 30D | +9.7% | +16.6% | -6.9% | +10.0% |
| 3M | +2.3% | -74.7% | +77.0% | +0.7% |
| 6M | +17.1% | -43.9% | +61.0% | +18.8% |
| YTD | +44.9% | -84.0% | +128.9% | +44.2% |
| 1Y | +47.1% | -65.1% | +112.2% | +50.9% |
| All | +47.1% | -63.1% | +110.2% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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