+1,252.0%
MSTR vs CSX
+2,968.7%
-1,716.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | +12.2% | -3.4% | +15.6% | +13.8% |
| 30D | +45.2% | -3.1% | +48.2% | +47.2% |
| 3M | +10.4% | +7.2% | +3.2% | +7.0% |
| 6M | -2.5% | +16.2% | -18.7% | -8.5% |
| YTD | -6.0% | +37.5% | -43.6% | -17.6% |
| 1Y | -56.4% | +53.2% | -109.6% | -63.4% |
| 3Y | +306.3% | +68.2% | +238.0% | +229.6% |
| 5Y | +100.5% | +65.2% | +35.3% | +67.9% |
| 10Y | +741.1% | +504.1% | +237.0% | +337.3% |
| All | +1,252.0% | +2,968.7% | -1,716.8% | +213.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling