-80.1%
MARA vs CASY
+550.6%
-630.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.9% | +9.6% | +10.1% |
| 7D | +2.5% | +5.0% | -2.5% | +0.1% |
| 30D | -23.9% | +8.2% | -32.1% | -27.2% |
| 3M | -23.2% | -18.2% | -5.0% | -17.2% |
| 6M | -43.3% | -18.6% | -24.7% | -40.6% |
| YTD | -18.3% | +26.8% | -45.1% | -34.2% |
| 1Y | -52.9% | +31.6% | -84.5% | -63.2% |
| 3Y | -23.6% | +156.5% | -180.1% | -60.5% |
| 5Y | -88.7% | +258.6% | -347.3% | -95.2% |
| All | -80.1% | +550.6% | -630.7% | -92.5% |
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