+4,110.6%
CSX vs MOH
+1,334.3%
+2,776.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -3.1% | +2.9% | -6.0% | -3.7% |
| 3M | +7.2% | +4.1% | +3.0% | +5.8% |
| 6M | +16.2% | +33.8% | -17.7% | +9.2% |
| YTD | +37.5% | +15.7% | +21.8% | +31.0% |
| 1Y | +53.2% | +17.5% | +35.7% | +44.6% |
| 3Y | +68.2% | -35.3% | +103.6% | +70.4% |
| 5Y | +65.2% | -26.9% | +92.1% | +61.5% |
| 10Y | +504.1% | +262.9% | +241.2% | +314.9% |
| All | +4,110.6% | +1,334.3% | +2,776.3% | +2,103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling