+10,299.8%
CSX vs MOS
+115.8%
+10,184.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +17.4% | -14.8% | -1.6% |
| 7D | +0.1% | +17.9% | -17.8% | -4.1% |
| 30D | +9.7% | +1.6% | +8.2% | +8.8% |
| 3M | +2.3% | -4.0% | +6.3% | +2.4% |
| 6M | +17.1% | -4.1% | +21.2% | +16.4% |
| YTD | +44.9% | -7.8% | +52.7% | +43.7% |
| 1Y | +47.1% | -15.6% | +62.7% | +48.7% |
| 3Y | +78.6% | -28.9% | +107.4% | +82.7% |
| 5Y | +57.2% | -36.8% | +94.0% | +57.6% |
| 10Y | +479.2% | +6.7% | +472.5% | +354.5% |
| All | +10,299.8% | +115.8% | +10,184.0% | +5,267.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling