+78.7%
CSX vs MOD
+133.8%
-55.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -21.4% | +24.1% | +4.3% |
| 7D | +0.1% | -31.3% | +31.5% | +2.9% |
| 30D | +9.7% | -46.1% | +55.9% | +15.1% |
| 3M | +2.3% | -51.1% | +53.4% | +7.9% |
| 6M | +17.1% | -62.1% | +79.1% | +25.7% |
| YTD | +44.9% | -26.2% | +71.1% | +44.0% |
| 1Y | +47.1% | -32.6% | +79.7% | +46.9% |
| All | +78.7% | +133.8% | -55.1% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling