+103.0%
MO vs CSX
+487.8%
-384.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | -0.3% | -2.3% | +2.0% | +0.3% |
| 3M | -2.9% | +4.3% | -7.2% | -4.2% |
| 6M | +5.8% | +23.4% | -17.6% | -0.3% |
| YTD | +22.0% | +36.4% | -14.4% | +11.8% |
| 1Y | +10.7% | +53.0% | -42.4% | -1.9% |
| 3Y | +94.4% | +70.6% | +23.7% | +64.4% |
| 5Y | +97.2% | +65.5% | +31.7% | +65.9% |
| 10Y | +103.0% | +482.4% | -379.4% | +34.8% |
| All | +103.0% | +487.8% | -384.9% | +34.8% |
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