+55.0%
CSX vs MOH
+11.3%
+43.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +1.2% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | -1.5% | +3.0% | -4.5% | -1.7% |
| 3M | +6.0% | +1.2% | +4.7% | +5.4% |
| 6M | +20.6% | +41.7% | -21.2% | +16.8% |
| YTD | +36.5% | +15.4% | +21.1% | +32.8% |
| 1Y | +55.0% | +11.8% | +43.2% | +49.3% |
| All | +55.0% | +11.3% | +43.7% | +49.3% |
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