We propose a continuous weak measurement protocol testing the nonlocality of Majorana bound states through current shot noise correlations. The experimental setup contains a topological superconductor island with three normal-conducting leads weakly coupled to different Majorana states. Putting one lead at finite voltage and measuring the shot noise correlations between the other two (grounded) leads, devices with true Majorana states are distinguished from those without by strong current correlations. The presence of true Majorana states manifests itself in unusually high noise levels or the near absence of noise, depending on the chosen device configuration. Monitoring the noise statistics amounts to a weak continuous measurement of the Majorana qubit and yields information similar to that of a full braiding protocol, but at much lower experimental effort. Our theory can be adapted to different platforms and should allow for the clear identification of Majorana states.