-68.3%
MARA vs CASY
+274.3%
-342.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.0% | +7.6% | +6.1% |
| 7D | +15.6% | -4.4% | +20.0% | +18.1% |
| 30D | +17.2% | -12.0% | +29.3% | +24.0% |
| 3M | -14.2% | -2.3% | -11.8% | -17.6% |
| 6M | +47.7% | +10.5% | +37.2% | +29.0% |
| YTD | +31.7% | +33.0% | -1.3% | +1.1% |
| 1Y | -22.2% | +41.1% | -63.3% | -43.4% |
| 3Y | +8.4% | +207.5% | -199.1% | -58.1% |
| 5Y | -68.3% | +290.7% | -359.0% | -90.1% |
| All | -68.3% | +274.3% | -342.6% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling