+10,369.7%
CSX vs MRSH
+3,833.4%
+6,536.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.4% |
| 7D | +3.1% | -1.8% | +4.9% | +3.9% |
| 30D | +9.7% | +16.2% | -6.5% | +2.6% |
| 3M | +4.9% | +9.5% | -4.6% | +0.6% |
| 6M | +18.4% | +27.3% | -9.0% | +5.5% |
| YTD | +45.9% | +13.3% | +32.6% | +35.7% |
| 1Y | +50.0% | +15.0% | +35.0% | +38.5% |
| 3Y | +78.0% | +8.1% | +69.9% | +67.2% |
| 5Y | +59.2% | +33.7% | +25.4% | +35.4% |
| 10Y | +421.4% | +259.5% | +161.9% | +191.2% |
| All | +10,369.7% | +3,833.4% | +6,536.3% | +2,058.1% |
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