+445.7%
CSX vs MOS
+8.5%
+437.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -3.1% |
| 7D | -2.7% | +22.5% | -25.2% | -7.3% |
| 30D | +7.0% | +6.6% | +0.4% | +5.0% |
| 3M | -0.3% | -3.8% | +3.5% | -0.2% |
| 6M | +13.5% | -2.2% | +15.7% | +12.5% |
| YTD | +41.5% | -4.8% | +46.3% | +39.4% |
| 1Y | +45.8% | -11.7% | +57.5% | +45.8% |
| 3Y | +74.4% | -26.5% | +100.9% | +76.7% |
| 5Y | +53.6% | -32.2% | +85.8% | +49.6% |
| All | +445.7% | +8.5% | +437.2% | +299.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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