+540.2%
MAR vs CSGP
+63.3%
+476.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | +1.3% |
| 7D | +4.3% | +1.3% | +3.0% | +3.8% |
| 30D | +16.8% | +10.7% | +6.1% | +11.6% |
| 3M | +16.0% | +3.3% | +12.7% | +12.7% |
| 6M | +16.5% | -10.3% | +26.8% | +17.6% |
| YTD | +35.0% | -54.6% | +89.6% | +72.1% |
| 1Y | +49.4% | -54.6% | +104.0% | +90.1% |
| 3Y | +124.1% | -60.3% | +184.4% | +191.7% |
| 5Y | +159.2% | -63.3% | +222.5% | +236.7% |
| All | +540.2% | +63.3% | +476.9% | +389.8% |
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