-23.6%
MARA vs CSGP
-61.1%
+37.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.9% | +13.5% | +11.1% |
| 7D | +2.5% | -3.2% | +5.7% | +3.0% |
| 30D | -23.9% | +2.2% | -26.2% | -25.6% |
| 3M | -23.2% | -3.7% | -19.6% | -24.4% |
| 6M | -43.3% | -7.4% | -35.8% | -44.1% |
| YTD | -18.3% | -54.9% | +36.6% | +16.3% |
| 1Y | -52.9% | -54.9% | +2.0% | -33.0% |
| 3Y | -23.6% | -61.9% | +38.3% | +32.1% |
| All | -23.6% | -61.1% | +37.5% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling