+515.5%
MAR vs CSGP
+72.5%
+442.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.6% |
| 7D | +0.2% | -1.8% | +2.0% | +0.7% |
| 30D | +14.0% | +5.3% | +8.7% | +10.9% |
| 3M | +18.1% | +3.3% | +14.8% | +14.8% |
| 6M | +18.6% | -4.7% | +23.3% | +17.3% |
| YTD | +35.3% | -53.5% | +88.8% | +71.1% |
| 1Y | +44.5% | -53.7% | +98.2% | +82.7% |
| 3Y | +120.7% | -59.7% | +180.5% | +186.1% |
| 5Y | +164.1% | -62.5% | +226.6% | +240.5% |
| 10Y | +515.5% | +67.3% | +448.2% | +367.9% |
| All | +515.5% | +72.5% | +442.9% | +367.9% |
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