-90.5%
MARA vs CSGP
+340.3%
-430.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.0% |
| 7D | +6.0% | -4.1% | +10.1% | +8.8% |
| 30D | +0.6% | +2.3% | -1.7% | -2.7% |
| 3M | -18.5% | -8.2% | -10.3% | -18.0% |
| 6M | +21.7% | -35.1% | +56.8% | +52.7% |
| YTD | +25.9% | -54.0% | +80.0% | +94.8% |
| 1Y | -25.1% | -65.3% | +40.2% | +40.4% |
| 3Y | -5.7% | -62.6% | +56.8% | +63.5% |
| 5Y | -73.9% | -64.8% | -9.1% | -51.3% |
| 10Y | -75.6% | +45.1% | -120.7% | -75.2% |
| All | -90.5% | +340.3% | -430.9% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling