+50.3%
CSX vs MSTZ
-57.2%
+107.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.6% |
| 7D | -0.3% | +31.0% | -31.3% | 0.0% |
| 30D | +8.7% | +34.0% | -25.3% | +9.1% |
| 3M | +4.2% | -67.7% | +71.9% | +2.9% |
| 6M | +16.7% | -14.9% | +31.6% | +19.3% |
| YTD | +44.5% | -79.1% | +123.5% | +44.4% |
| 1Y | +50.3% | -58.9% | +109.2% | +54.5% |
| All | +50.3% | -57.2% | +107.5% | +54.5% |
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