+146.1%
MO vs CSX
+416.0%
-269.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.4% |
| 7D | -0.8% | +0.7% | -1.5% | -1.0% |
| 30D | +6.5% | +8.1% | -1.6% | +4.3% |
| 3M | +18.3% | +2.2% | +16.1% | +17.5% |
| 6M | +15.6% | +14.6% | +1.0% | +11.1% |
| YTD | +38.8% | +42.2% | -3.4% | +25.6% |
| 1Y | +41.6% | +47.3% | -5.7% | +26.9% |
| 3Y | +138.2% | +73.5% | +64.7% | +100.3% |
| 5Y | +150.5% | +54.1% | +96.4% | +115.2% |
| 10Y | +146.1% | +409.0% | -262.9% | +77.4% |
| All | +146.1% | +416.0% | -269.9% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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