+74.5%
CSX vs MTSI
+153.8%
-79.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -18.4% | +16.0% | -1.2% |
| 7D | -2.7% | -24.6% | +21.9% | -1.1% |
| 30D | +7.0% | -45.7% | +52.7% | +11.2% |
| 3M | -0.3% | -27.7% | +27.5% | +0.7% |
| 6M | +13.5% | -37.3% | +50.8% | +15.2% |
| YTD | +41.5% | +11.1% | +30.4% | +33.8% |
| 1Y | +45.8% | +27.2% | +18.6% | +35.4% |
| All | +74.5% | +153.8% | -79.3% | +38.5% |
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