+154.2%
MSTR vs CSX
+73.0%
+81.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -4.3% |
| 7D | -4.0% | -2.2% | -1.7% | -2.6% |
| 30D | -18.6% | +6.8% | -25.4% | -22.2% |
| 3M | +25.6% | +0.7% | +24.9% | +24.8% |
| 6M | -33.1% | +13.3% | -46.3% | -39.8% |
| YTD | -17.3% | +40.5% | -57.9% | -37.3% |
| 1Y | -48.1% | +44.7% | -92.8% | -61.5% |
| 3Y | +154.2% | +74.5% | +79.7% | +59.6% |
| All | +154.2% | +73.0% | +81.2% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling