+418.4%
CSX vs MOH
+339.9%
+78.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +3.1% | -3.1% | +6.2% | +3.6% |
| 30D | +9.7% | +0.2% | +9.5% | +9.6% |
| 3M | +4.9% | +1.8% | +3.1% | +4.3% |
| 6M | +18.4% | +9.5% | +8.8% | +15.7% |
| YTD | +45.9% | +20.9% | +24.9% | +38.1% |
| 1Y | +50.0% | +48.8% | +1.2% | +36.7% |
| 3Y | +78.0% | -41.4% | +119.4% | +85.2% |
| 5Y | +59.2% | -33.0% | +92.2% | +58.1% |
| All | +418.4% | +339.9% | +78.4% | +318.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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