+922.9%
MSFT vs CSX
+416.0%
+506.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.7% |
| 7D | +2.3% | +0.7% | +1.6% | +2.1% |
| 30D | -0.4% | +8.1% | -8.4% | -3.6% |
| 3M | +5.6% | +2.2% | +3.4% | +4.3% |
| 6M | +29.0% | +14.6% | +14.4% | +20.8% |
| YTD | +10.9% | +42.2% | -31.3% | -6.0% |
| 1Y | +6.2% | +47.3% | -41.1% | -11.5% |
| 3Y | +47.6% | +73.5% | -25.9% | +11.2% |
| 5Y | +67.9% | +54.1% | +13.8% | +32.1% |
| 10Y | +922.9% | +409.0% | +513.9% | +499.9% |
| All | +922.9% | +416.0% | +506.9% | +499.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling