+141,733.1%
MSFT vs CSX
+10,157.3%
+131,575.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.1% |
| 7D | +1.7% | -5.5% | +7.2% | +3.7% |
| 30D | +0.2% | +4.9% | -4.8% | -1.6% |
| 3M | +6.4% | -2.9% | +9.2% | +7.1% |
| 6M | +28.7% | +8.3% | +20.4% | +24.2% |
| YTD | +10.4% | +36.7% | -26.3% | -2.3% |
| 1Y | +7.6% | +41.5% | -33.9% | -6.0% |
| 3Y | +52.3% | +68.6% | -16.3% | +23.2% |
| 5Y | +64.5% | +48.4% | +16.1% | +38.4% |
| 10Y | +917.8% | +446.6% | +471.2% | +440.1% |
| All | +141,733.1% | +10,157.3% | +131,575.7% | +25,349.0% |
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