+570.4%
MSTR vs CSX
+440.0%
+130.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +1.5% |
| 7D | -1.2% | -5.5% | +4.3% | +1.9% |
| 30D | -15.9% | +4.9% | -20.9% | -18.4% |
| 3M | +33.1% | -2.9% | +36.0% | +34.7% |
| 6M | -31.0% | +8.3% | -39.3% | -34.9% |
| YTD | -15.1% | +36.7% | -51.9% | -30.0% |
| 1Y | -45.6% | +41.5% | -87.1% | -56.0% |
| 3Y | +180.5% | +68.6% | +111.9% | +104.8% |
| 5Y | +61.7% | +48.4% | +13.2% | +27.5% |
| All | +570.4% | +440.0% | +130.5% | +335.3% |
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