+504.6%
CSX vs MOD
+1,642.7%
-1,138.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +0.2% |
| 7D | -3.4% | +9.6% | -13.0% | -4.7% |
| 30D | -3.1% | 0.0% | -3.1% | -3.2% |
| 3M | +7.2% | -35.4% | +42.5% | +13.3% |
| 6M | +16.2% | -7.3% | +23.4% | +15.1% |
| YTD | +37.5% | +45.8% | -8.3% | +26.2% |
| 1Y | +53.2% | +43.1% | +10.1% | +39.5% |
| 3Y | +68.2% | +297.7% | -229.4% | +20.4% |
| 5Y | +65.2% | +1,478.8% | -1,413.5% | -12.2% |
| All | +504.6% | +1,642.7% | -1,138.1% | +172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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