+10,269.8%
CSX vs MRSH
+3,868.4%
+6,401.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -0.3% | -1.4% | +1.1% | +0.3% |
| 30D | +8.7% | +17.5% | -8.9% | +1.1% |
| 3M | +4.2% | +9.1% | -4.9% | +0.1% |
| 6M | +16.7% | +29.9% | -13.2% | +3.1% |
| YTD | +44.5% | +14.3% | +30.2% | +33.9% |
| 1Y | +50.3% | +16.6% | +33.7% | +38.0% |
| 3Y | +76.3% | +9.1% | +67.3% | +65.0% |
| 5Y | +58.1% | +36.4% | +21.8% | +33.3% |
| 10Y | +416.4% | +262.7% | +153.7% | +187.3% |
| All | +10,269.8% | +3,868.4% | +6,401.4% | +2,029.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling