+498.8%
MAR vs CSGP
+65.8%
+433.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.2% | -1.3% |
| 7D | +1.6% | +1.3% | +0.3% | +1.1% |
| 30D | +13.8% | +2.8% | +11.0% | +11.6% |
| 3M | +20.3% | -6.3% | +26.6% | +21.1% |
| 6M | +21.3% | -3.2% | +24.5% | +19.3% |
| YTD | +37.2% | -54.0% | +91.2% | +73.9% |
| 1Y | +48.4% | -54.8% | +103.3% | +89.1% |
| 3Y | +120.1% | -60.6% | +180.7% | +187.2% |
| 5Y | +182.1% | -62.6% | +244.7% | +263.5% |
| All | +498.8% | +65.8% | +433.0% | +386.7% |
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