+445.7%
CSX vs MOD
+857.0%
-411.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +4.9% | -1.3% |
| 7D | -2.7% | -34.2% | +31.5% | +2.6% |
| 30D | +7.0% | -51.9% | +58.9% | +17.8% |
| 3M | -0.3% | -53.0% | +52.7% | +9.6% |
| 6M | +13.5% | -66.4% | +79.9% | +29.6% |
| YTD | +41.5% | -31.5% | +73.0% | +42.8% |
| 1Y | +45.8% | -39.6% | +85.3% | +49.0% |
| 3Y | +74.4% | +116.8% | -42.4% | +33.9% |
| 5Y | +53.6% | +713.8% | -660.2% | -12.1% |
| All | +445.7% | +857.0% | -411.3% | +174.2% |
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