-25.1%
MARA vs AS
-21.9%
-3.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.1% | -3.8% |
| 7D | +6.0% | -4.9% | +10.9% | +8.0% |
| 30D | +0.6% | -19.6% | +20.2% | +9.6% |
| 3M | -18.5% | -14.4% | -4.1% | -14.9% |
| 6M | +21.7% | -20.1% | +41.9% | +31.4% |
| YTD | +25.9% | -20.9% | +46.9% | +34.4% |
| 1Y | -25.1% | -21.9% | -3.3% | -21.7% |
| All | -25.1% | -21.9% | -3.2% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling