+607.1%
MS vs CSX
+440.0%
+167.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | +1.6% |
| 7D | -1.6% | -5.5% | +4.0% | +2.1% |
| 30D | -3.8% | +4.9% | -8.7% | -6.9% |
| 3M | -14.6% | -2.9% | -11.7% | -13.4% |
| 6M | -5.1% | +8.3% | -13.4% | -11.0% |
| YTD | +4.5% | +36.7% | -32.2% | -16.4% |
| 1Y | +13.5% | +41.5% | -28.0% | -11.2% |
| 3Y | +160.4% | +68.6% | +91.8% | +78.0% |
| 5Y | +112.9% | +48.4% | +64.4% | +55.5% |
| All | +607.1% | +440.0% | +167.1% | +192.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling