+5,626.0%
MS vs CSX
+4,811.5%
+814.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +2.5% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +2.6% | +9.7% | -7.1% | -3.8% |
| 3M | -10.1% | +2.3% | -12.4% | -11.9% |
| 6M | +4.4% | +17.1% | -12.7% | -7.2% |
| YTD | +11.7% | +44.9% | -33.2% | -14.3% |
| 1Y | +20.9% | +47.1% | -26.1% | -8.2% |
| 3Y | +177.1% | +78.6% | +98.6% | +82.3% |
| 5Y | +127.7% | +57.2% | +70.5% | +60.3% |
| 10Y | +684.1% | +479.2% | +204.9% | +122.9% |
| All | +5,626.0% | +4,811.5% | +814.5% | +454.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling