-69.3%
MARA vs ARES
+97.0%
-166.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +4.1% |
| 7D | +13.8% | -2.7% | +16.5% | +17.3% |
| 30D | +24.7% | -2.4% | +27.1% | +26.7% |
| 3M | -10.4% | +3.9% | -14.4% | -17.2% |
| 6M | +37.6% | +26.4% | +11.3% | -1.5% |
| YTD | +32.7% | -14.9% | +47.6% | +50.2% |
| 1Y | -25.2% | -20.4% | -4.8% | -9.0% |
| 3Y | +9.3% | +38.8% | -29.5% | -38.9% |
| 5Y | -69.3% | +97.0% | -166.3% | -89.1% |
| All | -69.3% | +97.0% | -166.3% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling