+58.1%
CSX vs MOH
-31.0%
+89.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.5% |
| 7D | -0.3% | -7.6% | +7.3% | +0.4% |
| 30D | +8.7% | +2.4% | +6.3% | +8.4% |
| 3M | +4.2% | +7.6% | -3.4% | +3.5% |
| 6M | +16.7% | +13.0% | +3.7% | +14.9% |
| YTD | +44.5% | +20.6% | +23.9% | +40.3% |
| 1Y | +50.3% | +45.8% | +4.5% | +43.1% |
| 3Y | +76.3% | -41.6% | +117.9% | +81.8% |
| 5Y | +58.1% | -33.1% | +91.2% | +53.6% |
| All | +58.1% | -31.0% | +89.1% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling