+537.5%
MAR vs CSGP
+61.5%
+476.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.6% |
| 7D | +2.9% | -3.2% | +6.0% | +3.8% |
| 30D | +17.0% | +2.2% | +14.8% | +15.0% |
| 3M | +23.2% | -3.7% | +26.8% | +22.5% |
| 6M | +21.7% | -7.4% | +29.2% | +21.6% |
| YTD | +38.9% | -54.9% | +93.8% | +77.3% |
| 1Y | +48.7% | -54.9% | +103.6% | +89.4% |
| 3Y | +122.9% | -61.9% | +184.8% | +194.8% |
| 5Y | +177.5% | -63.1% | +240.6% | +259.1% |
| 10Y | +537.5% | +65.1% | +472.4% | +390.1% |
| All | +537.5% | +61.5% | +476.1% | +390.1% |
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