-71.3%
MARA vs CSGP
-64.7%
-6.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -0.7% |
| 7D | +6.0% | -4.1% | +10.1% | +9.3% |
| 30D | +0.6% | +2.3% | -1.7% | -3.5% |
| 3M | -18.5% | -8.2% | -10.3% | -17.8% |
| 6M | +21.7% | -35.1% | +56.8% | +63.3% |
| YTD | +25.9% | -54.0% | +80.0% | +123.8% |
| 1Y | -25.1% | -65.3% | +40.2% | +74.8% |
| 3Y | -5.7% | -62.6% | +56.8% | +88.4% |
| All | -71.3% | -64.7% | -6.6% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling