+65.5%
CSX vs MRSH
+23.5%
+41.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.3% |
| 7D | +0.6% | -3.8% | +4.4% | +2.2% |
| 30D | -2.3% | -5.8% | +3.5% | +0.1% |
| 3M | +4.3% | +11.7% | -7.4% | -1.2% |
| 6M | +23.4% | -0.3% | +23.7% | +22.5% |
| YTD | +36.4% | -1.1% | +37.5% | +35.4% |
| 1Y | +53.0% | -9.5% | +62.5% | +58.6% |
| 3Y | +70.6% | -2.6% | +73.2% | +66.2% |
| 5Y | +65.5% | +22.7% | +42.7% | +37.3% |
| All | +65.5% | +23.5% | +41.9% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling