-82.2%
MARA vs ARES
+1,112.4%
-1,194.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.8% |
| 7D | +10.1% | +0.5% | +9.6% | +9.7% |
| 30D | -15.1% | +19.7% | -34.7% | -28.2% |
| 3M | -24.1% | -9.0% | -15.1% | -18.9% |
| 6M | -45.2% | +11.5% | -56.7% | -51.9% |
| YTD | -22.2% | -13.8% | -8.3% | -15.9% |
| 1Y | -45.3% | -5.6% | -39.7% | -45.7% |
| 3Y | -23.9% | +36.1% | -60.0% | -43.1% |
| 5Y | -90.8% | +82.7% | -173.5% | -94.3% |
| All | -82.2% | +1,112.4% | -1,194.6% | -93.6% |
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