-25.2%
MARA vs CASY
+22.7%
-47.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.2% | +15.0% | -0.9% |
| 7D | +13.8% | -16.5% | +30.4% | +11.5% |
| 30D | +24.7% | -26.4% | +51.1% | +20.6% |
| 3M | -10.4% | -17.3% | +6.9% | -13.3% |
| 6M | +37.6% | -5.2% | +42.9% | +29.1% |
| YTD | +32.7% | +14.1% | +18.7% | +23.4% |
| 1Y | -25.2% | +16.6% | -41.8% | -30.2% |
| All | -25.2% | +22.7% | -47.9% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling