+145.1%
MS vs CSX
+65.9%
+79.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | +1.4% | -3.4% | +4.8% | +3.4% |
| 30D | -0.3% | -3.1% | +2.8% | +1.5% |
| 3M | +0.3% | +7.2% | -6.9% | -4.3% |
| 6M | +31.3% | +16.2% | +15.2% | +18.6% |
| YTD | +24.7% | +37.5% | -12.9% | +1.1% |
| 1Y | +47.9% | +53.2% | -5.3% | +11.7% |
| 3Y | +178.3% | +68.2% | +110.1% | +93.5% |
| All | +145.1% | +65.9% | +79.2% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling