-94.7%
MARA vs CSGP
+335.2%
-429.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.7% | +12.7% | +10.7% |
| 7D | -6.2% | +1.3% | -7.5% | -7.6% |
| 30D | -38.7% | +10.7% | -49.4% | -44.9% |
| 3M | -40.4% | +3.3% | -43.7% | -45.5% |
| 6M | -51.3% | -10.3% | -40.9% | -53.0% |
| YTD | -29.3% | -54.6% | +25.3% | +4.9% |
| 1Y | -60.2% | -54.6% | -5.6% | -41.0% |
| 3Y | -31.3% | -60.3% | +29.1% | +8.9% |
| 5Y | -90.1% | -63.3% | -26.7% | -82.6% |
| 10Y | -81.2% | +66.5% | -147.7% | -82.8% |
| All | -94.7% | +335.2% | -429.9% | -98.6% |
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