-39.2%
MARA vs AS
+120.4%
-159.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.1% | -4.1% |
| 7D | +6.0% | -4.9% | +10.9% | +8.3% |
| 30D | +0.6% | -19.6% | +20.2% | +10.4% |
| 3M | -18.5% | -14.4% | -4.1% | -14.1% |
| 6M | +21.7% | -20.1% | +41.9% | +32.4% |
| YTD | +25.9% | -20.9% | +46.9% | +36.9% |
| 1Y | -25.1% | -21.9% | -3.3% | -18.6% |
| All | -39.2% | +120.4% | -159.6% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling