+50.0%
CSX vs MRSH
+15.8%
+34.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.1% |
| 7D | +3.1% | -1.8% | +4.9% | +3.3% |
| 30D | +9.7% | +16.2% | -6.5% | +8.4% |
| 3M | +4.9% | +9.5% | -4.6% | +4.0% |
| 6M | +18.4% | +27.3% | -9.0% | +16.4% |
| YTD | +45.9% | +13.3% | +32.6% | +44.9% |
| 1Y | +50.0% | +15.0% | +35.0% | +48.2% |
| All | +50.0% | +15.8% | +34.1% | +48.2% |
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