+3,494.4%
MAR vs CSGP
+3,461.1%
+33.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | +4.4% | +13.9% | -9.5% | +1.2% |
| 30D | +15.5% | +16.0% | -0.5% | +10.8% |
| 3M | +15.7% | +6.1% | +9.6% | +12.8% |
| 6M | +18.2% | -8.2% | +26.3% | +18.4% |
| YTD | +35.3% | -52.3% | +87.6% | +56.8% |
| 1Y | +48.6% | -54.5% | +103.1% | +74.0% |
| 3Y | +124.3% | -58.6% | +182.9% | +165.1% |
| 5Y | +159.7% | -61.5% | +221.2% | +207.1% |
| 10Y | +555.2% | +74.7% | +480.5% | +447.7% |
| All | +3,494.4% | +3,461.1% | +33.3% | +1,776.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling