-95.1%
MARA vs CSGP
+356.6%
-451.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -1.6% | -12.8% | -13.5% |
| 7D | -18.0% | +13.9% | -31.9% | -24.7% |
| 30D | -46.4% | +16.0% | -62.4% | -53.0% |
| 3M | -47.7% | +6.1% | -53.8% | -52.7% |
| 6M | -51.6% | -8.2% | -43.5% | -53.8% |
| YTD | -34.5% | -52.3% | +17.8% | -5.3% |
| 1Y | -65.7% | -54.5% | -11.2% | -48.6% |
| 3Y | -37.5% | -58.6% | +21.1% | -3.1% |
| 5Y | -90.8% | -61.5% | -29.3% | -84.3% |
| 10Y | -82.6% | +74.7% | -157.2% | -84.5% |
| All | -95.1% | +356.6% | -451.6% | -98.8% |
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