-82.2%
MARA vs CASY
+555.0%
-637.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.3% |
| 7D | +10.1% | +3.6% | +6.5% | +8.4% |
| 30D | -15.1% | +9.1% | -24.1% | -18.9% |
| 3M | -24.1% | -16.5% | -7.6% | -18.8% |
| 6M | -45.2% | -19.7% | -25.5% | -42.0% |
| YTD | -22.2% | +29.3% | -51.4% | -37.8% |
| 1Y | -45.3% | +33.1% | -78.4% | -57.4% |
| 3Y | -23.9% | +158.5% | -182.4% | -60.6% |
| 5Y | -90.8% | +266.7% | -357.5% | -96.1% |
| All | -82.2% | +555.0% | -637.2% | -93.3% |
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