-75.3%
MARA vs ARES
+971.5%
-1,046.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -1.8% |
| 7D | -1.5% | -7.7% | +6.2% | +5.2% |
| 30D | +18.1% | -8.7% | +26.8% | +26.7% |
| 3M | -9.4% | +2.8% | -12.3% | -13.5% |
| 6M | +33.4% | +23.1% | +10.3% | +7.8% |
| YTD | +27.3% | -17.3% | +44.5% | +44.0% |
| 1Y | -27.9% | -24.3% | -3.6% | -12.1% |
| 3Y | +4.8% | +34.9% | -30.2% | -18.8% |
| 5Y | -68.0% | +93.5% | -161.5% | -79.9% |
| All | -75.3% | +971.5% | -1,046.8% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 10y: compounded portfolio wealth divided by compounded ARES 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…
10y analysis · Full analysis span regression · 6 months rolling