+418.4%
CSX vs MRSH
+257.8%
+160.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.5% |
| 7D | +3.1% | -1.8% | +4.9% | +4.2% |
| 30D | +9.7% | +16.2% | -6.5% | +0.3% |
| 3M | +4.9% | +9.5% | -4.6% | -0.8% |
| 6M | +18.4% | +27.3% | -9.0% | +1.2% |
| YTD | +45.9% | +13.3% | +32.6% | +32.2% |
| 1Y | +50.0% | +15.0% | +35.0% | +34.5% |
| 3Y | +78.0% | +8.1% | +69.9% | +62.2% |
| 5Y | +59.2% | +33.7% | +25.4% | +22.3% |
| All | +418.4% | +257.8% | +160.6% | +144.9% |
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