+495.5%
MSTR vs CSX
+419.3%
+76.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.0% | -7.5% | -7.0% |
| 7D | -11.5% | +3.1% | -14.6% | -13.1% |
| 30D | -24.8% | +9.7% | -34.5% | -28.9% |
| 3M | +20.6% | +4.9% | +15.7% | +16.9% |
| 6M | -38.0% | +18.4% | -56.3% | -44.4% |
| YTD | -24.7% | +45.9% | -70.6% | -40.1% |
| 1Y | -49.1% | +50.0% | -99.0% | -60.1% |
| 3Y | +124.7% | +78.0% | +46.7% | +58.8% |
| 5Y | +40.9% | +59.2% | -18.2% | +6.8% |
| All | +495.5% | +419.3% | +76.3% | +277.6% |
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