-42.8%
MARA vs AS
-13.5%
-29.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.8% | +4.2% |
| 7D | +11.5% | -3.0% | +14.5% | +11.2% |
| 30D | -18.9% | +9.6% | -28.4% | -18.3% |
| 3M | -20.9% | -8.2% | -12.7% | -21.0% |
| 6M | -42.8% | -9.9% | -32.9% | -44.3% |
| All | -42.8% | -13.5% | -29.3% | -44.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling