+17.7%
MS vs CSX
+49.3%
-31.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +5.1% | +6.0% | -0.9% | +3.5% |
| 30D | +5.7% | +7.8% | -2.1% | +4.0% |
| 3M | -12.2% | +4.1% | -16.3% | -12.8% |
| 6M | -0.5% | +17.9% | -18.4% | -5.5% |
| YTD | +9.8% | +44.9% | -35.1% | -4.0% |
| 1Y | +17.7% | +51.1% | -33.4% | -0.4% |
| All | +17.7% | +49.3% | -31.6% | -0.4% |
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