-87.5%
MARA vs ARES
+1,145.6%
-1,233.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.3% | -2.7% | -3.6% |
| 7D | +22.4% | -0.3% | +22.8% | +22.8% |
| 30D | -21.0% | +15.3% | -36.2% | -29.5% |
| 3M | -25.3% | -5.4% | -19.9% | -23.4% |
| 6M | -43.4% | +10.0% | -53.4% | -48.7% |
| YTD | -19.8% | -14.7% | -5.1% | -13.2% |
| 1Y | -50.0% | -9.7% | -40.3% | -48.2% |
| 3Y | -25.1% | +35.8% | -60.9% | -39.4% |
| 5Y | -90.5% | +80.9% | -171.4% | -93.3% |
| 10Y | -80.4% | +1,089.9% | -1,170.3% | -91.0% |
| All | -87.5% | +1,145.6% | -1,233.0% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling