-81.1%
MARA vs CSGP
+63.3%
-144.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.7% | +12.7% | +10.9% |
| 7D | -6.2% | +1.3% | -7.5% | -7.7% |
| 30D | -38.7% | +10.7% | -49.4% | -45.5% |
| 3M | -40.4% | +3.3% | -43.7% | -46.0% |
| 6M | -51.3% | -10.3% | -40.9% | -53.2% |
| YTD | -29.3% | -54.6% | +25.3% | +10.4% |
| 1Y | -60.2% | -54.6% | -5.6% | -37.9% |
| 3Y | -31.3% | -60.3% | +29.1% | +14.3% |
| 5Y | -90.1% | -63.3% | -26.7% | -81.8% |
| All | -81.1% | +63.3% | -144.4% | -73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling