+18.4%
MARA vs BAH
-31.4%
+49.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +13.8% | -1.3% | +15.2% | +14.4% |
| 30D | +24.7% | -6.6% | +31.3% | +27.3% |
| 3M | -10.4% | -7.2% | -3.3% | -8.6% |
| 6M | +37.6% | -10.0% | +47.6% | +41.8% |
| YTD | +32.7% | -12.5% | +45.2% | +37.6% |
| 1Y | -25.2% | -27.9% | +2.7% | -15.6% |
| All | +18.4% | -31.4% | +49.8% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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