-73.6%
MARA vs CASY
+468.0%
-541.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.2% | +15.0% | +7.7% |
| 7D | +13.8% | -16.5% | +30.4% | +23.2% |
| 30D | +24.7% | -26.4% | +51.1% | +42.9% |
| 3M | -10.4% | -17.3% | +6.9% | -6.8% |
| 6M | +37.6% | -5.2% | +42.9% | +31.3% |
| YTD | +32.7% | +14.1% | +18.7% | +13.5% |
| 1Y | -25.2% | +16.6% | -41.8% | -37.4% |
| 3Y | +9.3% | +163.7% | -154.4% | -44.7% |
| 5Y | -69.3% | +231.3% | -300.7% | -86.4% |
| 10Y | -73.6% | +462.9% | -536.5% | -90.4% |
| All | -73.6% | +468.0% | -541.6% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling