+92.3%
MA vs CSX
+47.4%
+45.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.9% |
| 7D | +2.3% | -5.5% | +7.8% | +4.7% |
| 30D | +14.7% | +4.9% | +9.7% | +12.3% |
| 3M | +13.5% | -2.9% | +16.3% | +14.6% |
| 6M | +33.1% | +8.3% | +24.8% | +27.8% |
| YTD | +15.1% | +36.7% | -21.7% | -1.3% |
| 1Y | +18.7% | +41.5% | -22.8% | +0.1% |
| 3Y | +72.1% | +68.6% | +3.5% | +28.5% |
| All | +92.3% | +47.4% | +45.0% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling