+47.1%
CSX vs MRSH
+20.0%
+27.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +2.3% |
| 7D | +0.1% | +9.4% | -9.3% | -0.8% |
| 30D | +9.7% | +23.4% | -13.7% | +7.8% |
| 3M | +2.3% | +9.9% | -7.6% | +1.2% |
| 6M | +17.1% | +26.0% | -9.0% | +14.9% |
| YTD | +44.9% | +15.2% | +29.7% | +43.4% |
| 1Y | +47.1% | +18.4% | +28.7% | +44.1% |
| All | +47.1% | +20.0% | +27.1% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling