+19.9%
MA vs CSX
+47.0%
-27.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | +1.8% | +0.7% | +1.1% | +1.7% |
| 30D | +11.8% | +8.1% | +3.7% | +11.1% |
| 3M | +17.2% | +2.2% | +15.0% | +16.9% |
| 6M | +33.4% | +14.6% | +18.8% | +31.7% |
| YTD | +16.1% | +42.2% | -26.0% | +8.9% |
| 1Y | +19.9% | +47.3% | -27.4% | +9.8% |
| All | +19.9% | +47.0% | -27.1% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 1y: compounded portfolio wealth divided by compounded CSX 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…
1y analysis · Full analysis span regression · 6 months rolling