+159.7%
MAR vs CSGP
-62.1%
+221.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | +4.4% | +13.9% | -9.5% | +1.0% |
| 30D | +15.5% | +16.0% | -0.5% | +10.3% |
| 3M | +15.7% | +6.1% | +9.6% | +12.5% |
| 6M | +18.2% | -8.2% | +26.3% | +18.8% |
| YTD | +35.3% | -52.3% | +87.6% | +64.6% |
| 1Y | +48.6% | -54.5% | +103.1% | +83.5% |
| 3Y | +124.3% | -58.6% | +182.9% | +178.4% |
| 5Y | +159.7% | -61.5% | +221.2% | +239.2% |
| All | +159.7% | -62.1% | +221.7% | +239.2% |
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