-65.9%
MARA vs AS
+134.9%
-200.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.5% | +7.5% | +7.8% |
| 7D | -6.2% | +6.9% | -13.1% | -9.1% |
| 30D | -38.7% | +16.0% | -54.7% | -42.9% |
| 3M | -40.4% | -12.8% | -27.5% | -37.3% |
| 6M | -51.3% | -15.4% | -35.9% | -48.5% |
| YTD | -29.3% | -15.7% | -13.5% | -25.7% |
| 1Y | -60.2% | +6.1% | -66.3% | -62.7% |
| All | -65.9% | +134.9% | -200.7% | -76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling