+809.8%
CSX vs MTSI
+1,120.6%
-310.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | +0.1% | -10.7% | +10.8% | +1.8% |
| 30D | +9.7% | -29.0% | +38.7% | +14.9% |
| 3M | +2.3% | -14.7% | +17.0% | +3.0% |
| 6M | +17.1% | -20.1% | +37.2% | +17.6% |
| YTD | +44.9% | +36.1% | +8.8% | +31.9% |
| 1Y | +47.1% | +61.7% | -14.7% | +29.5% |
| 3Y | +78.6% | +210.7% | -132.1% | +35.3% |
| 5Y | +57.2% | +212.8% | -155.6% | +16.4% |
| 10Y | +479.2% | +519.2% | -40.0% | +235.0% |
| All | +809.8% | +1,120.6% | -310.8% | +369.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling