+49.3%
CSX vs MSTZ
-99.3%
+148.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.8% | +0.9% |
| 7D | -3.4% | -29.7% | +26.3% | -4.0% |
| 30D | -3.1% | -65.3% | +62.2% | -5.1% |
| 3M | +7.2% | -57.3% | +64.5% | +6.2% |
| 6M | +16.2% | -61.6% | +77.8% | +15.6% |
| YTD | +37.5% | -78.3% | +115.8% | +36.4% |
| 1Y | +53.2% | -30.2% | +83.5% | +58.6% |
| All | +49.3% | -99.3% | +148.5% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling