+13,824.2%
MA vs CSX
+1,795.7%
+12,028.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | -2.7% | -3.4% | +0.7% | -1.1% |
| 30D | +1.5% | -3.1% | +4.6% | +3.1% |
| 3M | +20.4% | +7.2% | +13.3% | +15.9% |
| 6M | +11.1% | +16.2% | -5.0% | +1.9% |
| YTD | +2.0% | +37.5% | -35.6% | -14.4% |
| 1Y | -2.2% | +53.2% | -55.4% | -22.5% |
| 3Y | +41.9% | +68.2% | -26.3% | +5.1% |
| 5Y | +75.4% | +65.2% | +10.1% | +29.3% |
| 10Y | +527.5% | +504.1% | +23.4% | +130.2% |
| All | +13,824.2% | +1,795.7% | +12,028.5% | +2,963.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling