+120.4%
MSTR vs CSX
+65.9%
+54.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.2% |
| 7D | +12.2% | -3.4% | +15.6% | +15.8% |
| 30D | +45.2% | -3.1% | +48.2% | +49.7% |
| 3M | +10.4% | +7.2% | +3.2% | +2.3% |
| 6M | -2.5% | +16.2% | -18.7% | -17.0% |
| YTD | -6.0% | +37.5% | -43.6% | -32.2% |
| 1Y | -56.4% | +53.2% | -109.6% | -71.9% |
| 3Y | +306.3% | +68.2% | +238.0% | +123.7% |
| All | +120.4% | +65.9% | +54.5% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling