+50.0%
CSX vs MOH
+47.1%
+2.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +3.1% | -3.1% | +6.2% | +3.2% |
| 30D | +9.7% | +0.2% | +9.5% | +9.8% |
| 3M | +4.9% | +1.8% | +3.1% | +4.8% |
| 6M | +18.4% | +9.5% | +8.8% | +17.3% |
| YTD | +45.9% | +20.9% | +24.9% | +39.5% |
| 1Y | +50.0% | +48.8% | +1.2% | +33.5% |
| All | +50.0% | +47.1% | +2.8% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling