-52.9%
MARA vs AS
+6.1%
-58.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.8% | +12.4% | +11.1% |
| 7D | +2.5% | +4.5% | -2.0% | +1.2% |
| 30D | -23.9% | +13.2% | -37.2% | -27.0% |
| 3M | -23.2% | -11.9% | -11.3% | -19.5% |
| 6M | -43.3% | -11.6% | -31.7% | -41.2% |
| YTD | -18.3% | -14.7% | -3.6% | -16.6% |
| 1Y | -52.9% | +5.7% | -58.6% | -61.4% |
| All | -52.9% | +6.1% | -58.9% | -61.4% |
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