-58.8%
MARA vs AS
+131.9%
-190.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.8% | +5.4% |
| 7D | +11.5% | -3.0% | +14.5% | +13.0% |
| 30D | -18.9% | +9.6% | -28.4% | -22.5% |
| 3M | -20.9% | -8.2% | -12.7% | -18.9% |
| 6M | -42.8% | -9.9% | -32.9% | -41.4% |
| YTD | -14.7% | -16.8% | +2.1% | -10.0% |
| 1Y | -47.6% | +3.0% | -50.6% | -50.3% |
| All | -58.8% | +131.9% | -190.8% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling