+11.1%
MA vs CSX
+15.8%
-4.6%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | -2.7% | -3.4% | +0.7% | -2.7% |
| 30D | +1.5% | -3.1% | +4.6% | +1.5% |
| 3M | +20.4% | +7.2% | +13.3% | +20.6% |
| 6M | +11.1% | +16.2% | -5.0% | +10.6% |
| All | +11.1% | +15.8% | -4.6% | +10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling