-79.2%
MARA vs CSGP
+65.4%
-144.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | +11.5% | -7.1% | +18.6% | +16.3% |
| 30D | -18.9% | +3.6% | -22.5% | -24.3% |
| 3M | -20.9% | -2.7% | -18.1% | -25.2% |
| 6M | -42.8% | -8.0% | -34.7% | -46.1% |
| YTD | -14.7% | -55.0% | +40.3% | +33.7% |
| 1Y | -47.6% | -55.8% | +8.1% | -16.8% |
| 3Y | -20.3% | -62.0% | +41.7% | +36.9% |
| 5Y | -89.2% | -62.9% | -26.2% | -80.4% |
| 10Y | -79.2% | +62.6% | -141.8% | -70.7% |
| All | -79.2% | +65.4% | -144.6% | -70.7% |
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