+67.8%
CSX vs MTSI
+320.9%
-253.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.4% |
| 7D | -3.4% | +1.4% | -4.8% | -3.6% |
| 30D | -3.1% | +2.1% | -5.2% | -3.8% |
| 3M | +7.2% | -29.7% | +36.9% | +11.8% |
| 6M | +16.2% | +12.5% | +3.6% | +11.1% |
| YTD | +37.5% | +57.0% | -19.5% | +23.7% |
| 1Y | +53.2% | +103.9% | -50.7% | +30.5% |
| 3Y | +68.2% | +223.6% | -155.3% | +23.4% |
| All | +67.8% | +320.9% | -253.1% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling