+73.1%
MA vs CSX
+65.9%
+7.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | -2.7% | -3.4% | +0.7% | -1.3% |
| 30D | +1.5% | -3.1% | +4.6% | +2.8% |
| 3M | +20.4% | +7.2% | +13.3% | +16.6% |
| 6M | +11.1% | +16.2% | -5.0% | +3.2% |
| YTD | +2.0% | +37.5% | -35.6% | -12.6% |
| 1Y | -2.2% | +53.2% | -55.4% | -20.6% |
| 3Y | +41.9% | +68.2% | -26.3% | +6.5% |
| All | +73.1% | +65.9% | +7.2% | +26.2% |
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