-25.1%
MARA vs CSGP
-64.9%
+39.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.5% |
| 7D | +6.0% | -4.1% | +10.1% | +5.9% |
| 30D | +0.6% | +2.3% | -1.7% | +0.3% |
| 3M | -18.5% | -8.2% | -10.3% | -17.3% |
| 6M | +21.7% | -35.1% | +56.8% | +32.4% |
| YTD | +25.9% | -54.0% | +80.0% | +51.3% |
| 1Y | -25.1% | -65.3% | +40.2% | -2.6% |
| All | -25.1% | -64.9% | +39.8% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling