+496.7%
CSX vs MRSH
+210.0%
+286.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.8% | -0.1% |
| 7D | -0.6% | -5.9% | +5.3% | +3.0% |
| 30D | -3.2% | -7.3% | +4.1% | +1.1% |
| 3M | +2.6% | +7.4% | -4.9% | -2.7% |
| 6M | +19.8% | -0.7% | +20.5% | +18.2% |
| YTD | +34.7% | -3.2% | +37.8% | +34.1% |
| 1Y | +52.1% | -10.6% | +62.8% | +58.9% |
| 3Y | +68.4% | -4.6% | +73.0% | +64.6% |
| 5Y | +65.1% | +19.3% | +45.8% | +35.0% |
| 10Y | +496.7% | +217.3% | +279.5% | +177.4% |
| All | +496.7% | +210.0% | +286.7% | +177.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling