-19.4%
MARA vs AMRZ
-20.3%
+0.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.6% |
| 7D | -1.5% | -8.1% | +6.6% | +1.6% |
| 30D | +18.1% | -14.8% | +32.9% | +25.3% |
| 3M | -9.4% | -19.7% | +10.3% | -1.6% |
| 6M | +33.4% | -30.8% | +64.2% | +51.9% |
| YTD | +27.3% | -24.3% | +51.6% | +39.9% |
| 1Y | -27.9% | -24.0% | -3.9% | -24.4% |
| All | -19.4% | -20.3% | +0.9% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling