-28.1%
MARA vs CASY
+155.2%
-183.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.4% |
| 7D | +3.3% | +3.6% | -0.3% | +2.3% |
| 30D | -31.2% | +7.2% | -38.4% | -32.7% |
| 3M | -34.2% | -16.9% | -17.3% | -31.0% |
| 6M | -48.7% | -19.3% | -29.4% | -46.0% |
| YTD | -26.1% | +25.6% | -51.7% | -40.5% |
| 1Y | -58.2% | +30.2% | -88.3% | -67.4% |
| 3Y | -28.1% | +154.9% | -182.9% | -64.9% |
| All | -28.1% | +155.2% | -183.3% | -64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling