+181.3%
MS vs CSX
+68.2%
+113.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | +1.4% | -3.4% | +4.8% | +3.2% |
| 30D | -0.3% | -3.1% | +2.8% | +1.4% |
| 3M | +0.3% | +7.2% | -6.9% | -4.1% |
| 6M | +31.3% | +16.2% | +15.2% | +19.1% |
| YTD | +24.7% | +37.5% | -12.9% | +1.6% |
| 1Y | +47.9% | +53.2% | -5.3% | +12.1% |
| All | +181.3% | +68.2% | +113.1% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling