+1,124.1%
MSTR vs CSX
+3,056.9%
-1,932.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -6.9% | -8.4% |
| 7D | -8.7% | -2.7% | -6.0% | -7.6% |
| 30D | -21.4% | +7.0% | -28.4% | -23.6% |
| 3M | +31.4% | -0.3% | +31.7% | +31.3% |
| 6M | -30.8% | +13.5% | -44.4% | -34.7% |
| YTD | -14.9% | +41.5% | -56.4% | -26.5% |
| 1Y | -49.3% | +45.8% | -95.1% | -56.7% |
| 3Y | +184.8% | +74.4% | +110.5% | +127.2% |
| 5Y | +62.1% | +53.6% | +8.5% | +38.3% |
| 10Y | +580.0% | +465.6% | +114.3% | +260.0% |
| All | +1,124.1% | +3,056.9% | -1,932.8% | +179.6% |
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 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