+526.8%
MSTR vs CSX
+416.0%
+110.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -4.2% |
| 7D | -10.7% | +0.7% | -11.4% | -11.1% |
| 30D | -21.6% | +8.1% | -29.6% | -25.2% |
| 3M | +24.4% | +2.2% | +22.2% | +22.3% |
| 6M | -35.5% | +14.6% | -50.1% | -41.1% |
| YTD | -20.3% | +42.2% | -62.5% | -35.7% |
| 1Y | -49.3% | +47.3% | -96.6% | -59.9% |
| 3Y | +137.8% | +73.5% | +64.2% | +70.5% |
| 5Y | +48.3% | +54.1% | -5.8% | +14.3% |
| 10Y | +526.8% | +409.0% | +117.8% | +305.0% |
| All | +526.8% | +416.0% | +110.8% | +305.0% |
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 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