+161.8%
MAR vs CSGP
-64.7%
+226.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.8% |
| 7D | -4.2% | -4.1% | -0.1% | -3.1% |
| 30D | -6.7% | +2.3% | -9.0% | -7.6% |
| 3M | -12.5% | -8.2% | -4.3% | -11.2% |
| 6M | +0.6% | -35.1% | +35.6% | +12.3% |
| YTD | +9.1% | -54.0% | +63.1% | +34.0% |
| 1Y | +26.2% | -65.3% | +91.5% | +69.8% |
| 3Y | +68.2% | -62.6% | +130.7% | +115.3% |
| All | +161.8% | -64.7% | +226.6% | +197.9% |
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 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