+161.8%
MS vs CSX
+74.3%
+87.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -4.8% |
| 7D | -3.4% | -2.7% | -0.7% | -2.0% |
| 30D | -3.9% | +7.0% | -10.9% | -7.2% |
| 3M | -15.9% | -0.3% | -15.6% | -15.8% |
| 6M | -2.5% | +13.5% | -16.0% | -9.7% |
| YTD | +5.1% | +41.5% | -36.4% | -15.2% |
| 1Y | +13.0% | +45.8% | -32.8% | -10.5% |
| All | +161.8% | +74.3% | +87.6% | +77.4% |
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 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