+9,772.3%
CSX vs MOS
+155.8%
+9,616.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.5% |
| 7D | -3.4% | +9.5% | -12.9% | -5.6% |
| 30D | -3.1% | +10.4% | -13.5% | -5.6% |
| 3M | +7.2% | +12.9% | -5.7% | +3.2% |
| 6M | +16.2% | +1.2% | +14.9% | +13.8% |
| YTD | +37.5% | +9.3% | +28.2% | +31.8% |
| 1Y | +53.2% | -18.0% | +71.2% | +56.6% |
| 3Y | +68.2% | -29.0% | +97.3% | +73.0% |
| 5Y | +65.2% | -9.6% | +74.8% | +51.8% |
| 10Y | +504.1% | +6.1% | +498.1% | +377.3% |
| All | +9,772.3% | +155.8% | +9,616.5% | +4,819.8% |
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