+556.3%
MA vs CSGP
+71.3%
+485.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.9% |
| 7D | +3.2% | +13.9% | -10.7% | -1.8% |
| 30D | +15.9% | +16.0% | -0.1% | +8.4% |
| 3M | +15.2% | +6.1% | +9.1% | +10.6% |
| 6M | +32.4% | -8.2% | +40.5% | +33.5% |
| YTD | +15.6% | -52.3% | +68.0% | +48.9% |
| 1Y | +19.3% | -54.5% | +73.8% | +56.4% |
| 3Y | +73.0% | -58.6% | +131.6% | +125.2% |
| 5Y | +93.7% | -61.5% | +155.3% | +152.2% |
| All | +556.3% | +71.3% | +485.0% | +356.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling