-16.6%
MARA vs AMRZ
-17.3%
+0.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.3% | +8.9% | +6.2% |
| 7D | +15.6% | -2.0% | +17.6% | +16.5% |
| 30D | +17.2% | -9.8% | +27.1% | +21.7% |
| 3M | -14.2% | -17.2% | +3.1% | -7.8% |
| 6M | +47.7% | -26.9% | +74.6% | +64.6% |
| YTD | +31.7% | -21.5% | +53.2% | +42.8% |
| 1Y | -22.2% | -22.9% | +0.7% | -19.6% |
| All | -16.6% | -17.3% | +0.7% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling