-80.3%
MARA vs ARES
+1,196.0%
-1,276.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -1.8% |
| 7D | +6.0% | -1.7% | +7.7% | +7.5% |
| 30D | +0.6% | +0.3% | +0.4% | +0.1% |
| 3M | -18.5% | +8.5% | -27.0% | -24.3% |
| 6M | +21.7% | +23.5% | -1.7% | +1.5% |
| YTD | +25.9% | -11.2% | +37.2% | +33.9% |
| 1Y | -25.1% | -19.3% | -5.9% | -14.6% |
| 3Y | -5.7% | +48.7% | -54.4% | -27.7% |
| 5Y | -73.9% | +106.5% | -180.5% | -82.7% |
| 10Y | -75.6% | +1,055.3% | -1,131.0% | -88.9% |
| All | -80.3% | +1,196.0% | -1,276.3% | -91.5% |
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