+47.9%
MS vs CSX
+55.3%
-7.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +1.4% | -3.4% | +4.8% | +2.3% |
| 30D | -0.3% | -3.1% | +2.8% | +0.5% |
| 3M | +0.3% | +7.2% | -6.9% | -2.2% |
| 6M | +31.3% | +16.2% | +15.2% | +23.6% |
| YTD | +24.7% | +37.5% | -12.9% | +9.9% |
| 1Y | +47.9% | +53.2% | -5.3% | +26.8% |
| All | +47.9% | +55.3% | -7.4% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling