+164.1%
MAR vs CSGP
-62.4%
+226.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.4% |
| 7D | +0.2% | -1.8% | +2.0% | +0.6% |
| 30D | +14.0% | +5.3% | +8.7% | +11.7% |
| 3M | +18.1% | +3.3% | +14.8% | +15.6% |
| 6M | +18.6% | -4.7% | +23.3% | +17.9% |
| YTD | +35.3% | -53.5% | +88.8% | +65.6% |
| 1Y | +44.5% | -53.7% | +98.2% | +76.8% |
| 3Y | +120.7% | -59.7% | +180.5% | +175.9% |
| 5Y | +164.1% | -62.5% | +226.6% | +247.1% |
| All | +164.1% | -62.4% | +226.5% | +247.1% |
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 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