+78.7%
CSX vs MTSI
+210.8%
-132.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.7% |
| 7D | +0.1% | -10.7% | +10.8% | +0.8% |
| 30D | +9.7% | -29.0% | +38.7% | +12.1% |
| 3M | +2.3% | -14.7% | +17.0% | +2.4% |
| 6M | +17.1% | -20.1% | +37.2% | +16.8% |
| YTD | +44.9% | +36.1% | +8.8% | +35.4% |
| 1Y | +47.1% | +61.7% | -14.7% | +34.4% |
| All | +78.7% | +210.8% | -132.2% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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