+93.7%
MA vs CSX
+52.1%
+41.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.1% | -1.5% |
| 7D | +3.2% | -2.7% | +5.9% | +4.4% |
| 30D | +15.9% | +7.0% | +8.9% | +12.7% |
| 3M | +15.2% | -0.3% | +15.4% | +15.1% |
| 6M | +32.4% | +13.5% | +18.8% | +24.7% |
| YTD | +15.6% | +41.5% | -25.9% | -2.2% |
| 1Y | +19.3% | +45.8% | -26.5% | -0.6% |
| 3Y | +73.0% | +74.4% | -1.4% | +27.4% |
| 5Y | +93.7% | +53.6% | +40.1% | +45.2% |
| All | +93.7% | +52.1% | +41.6% | +45.2% |
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