-51.3%
MARA vs CSGP
-12.6%
-38.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.7% | +12.7% | +5.9% |
| 7D | -6.2% | +1.3% | -7.5% | -5.4% |
| 30D | -38.7% | +10.7% | -49.4% | -34.7% |
| 3M | -40.4% | +3.3% | -43.7% | -38.1% |
| 6M | -51.3% | -10.3% | -40.9% | -52.5% |
| All | -51.3% | -12.6% | -38.7% | -52.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling