+9,772.3%
CSX vs MRSH
+3,431.3%
+6,341.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.5% |
| 7D | -3.4% | -3.6% | +0.2% | -1.8% |
| 30D | -3.1% | -3.0% | -0.1% | -1.8% |
| 3M | +7.2% | +15.8% | -8.7% | -0.2% |
| 6M | +16.2% | +1.6% | +14.6% | +14.0% |
| YTD | +37.5% | +1.7% | +35.8% | +34.4% |
| 1Y | +53.2% | -8.0% | +61.3% | +56.1% |
| 3Y | +68.2% | -0.3% | +68.5% | +63.9% |
| 5Y | +65.2% | +25.9% | +39.3% | +44.5% |
| 10Y | +504.1% | +222.0% | +282.2% | +254.7% |
| All | +9,772.3% | +3,431.3% | +6,341.0% | +2,037.2% |
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 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