+427.3%
CSX vs MOD
+911.6%
-484.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.7% | -9.1% | -4.2% |
| 7D | -5.5% | -25.5% | +20.0% | -2.1% |
| 30D | +4.9% | -49.0% | +53.9% | +14.5% |
| 3M | -2.9% | -49.8% | +47.0% | +5.7% |
| 6M | +8.3% | -64.8% | +73.1% | +22.8% |
| YTD | +36.7% | -27.6% | +64.4% | +36.9% |
| 1Y | +41.5% | -35.2% | +76.7% | +43.2% |
| 3Y | +68.6% | +137.1% | -68.5% | +27.6% |
| 5Y | +48.4% | +760.3% | -711.8% | -15.8% |
| All | +427.3% | +911.6% | -484.3% | +162.8% |
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