-45.3%
MARA vs CASY
+32.9%
-78.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -2.8% |
| 7D | +10.1% | +3.6% | +6.5% | +10.9% |
| 30D | -15.1% | +9.1% | -24.1% | -13.4% |
| 3M | -24.1% | -16.5% | -7.6% | -25.2% |
| 6M | -45.2% | -19.7% | -25.5% | -42.6% |
| YTD | -22.2% | +29.3% | -51.4% | -23.4% |
| 1Y | -45.3% | +33.1% | -78.4% | -45.0% |
| All | -45.3% | +32.9% | -78.2% | -45.0% |
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