+73.1%
MA vs CSGP
-64.7%
+137.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.4% |
| 7D | -2.7% | -4.1% | +1.4% | -1.6% |
| 30D | +1.5% | +2.3% | -0.8% | +0.5% |
| 3M | +20.4% | -8.2% | +28.6% | +22.4% |
| 6M | +11.1% | -35.1% | +46.2% | +24.4% |
| YTD | +2.0% | -54.0% | +56.0% | +25.1% |
| 1Y | -2.2% | -65.3% | +63.2% | +31.1% |
| 3Y | +41.9% | -62.6% | +104.5% | +79.6% |
| All | +73.1% | -64.7% | +137.8% | +128.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling