+114.0%
MS vs CSX
+52.1%
+61.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -4.6% |
| 7D | -3.4% | -2.7% | -0.7% | -1.8% |
| 30D | -3.9% | +7.0% | -10.9% | -7.6% |
| 3M | -15.9% | -0.3% | -15.6% | -16.0% |
| 6M | -2.5% | +13.5% | -16.0% | -10.4% |
| YTD | +5.1% | +41.5% | -36.4% | -16.3% |
| 1Y | +13.0% | +45.8% | -32.8% | -11.8% |
| 3Y | +160.7% | +74.4% | +86.3% | +76.9% |
| 5Y | +114.0% | +53.6% | +60.4% | +51.5% |
| All | +114.0% | +52.1% | +61.9% | +51.5% |
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 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