-93.6%
MARA vs CASY
+1,312.0%
-1,405.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.1% | +3.3% |
| 7D | +11.5% | +5.8% | +5.7% | +8.3% |
| 30D | -18.9% | +10.7% | -29.6% | -23.4% |
| 3M | -20.9% | -13.9% | -7.0% | -16.7% |
| 6M | -42.8% | -18.4% | -24.4% | -40.1% |
| YTD | -14.7% | +29.6% | -44.3% | -32.1% |
| 1Y | -47.6% | +32.8% | -80.5% | -59.2% |
| 3Y | -20.3% | +162.3% | -182.5% | -59.0% |
| 5Y | -89.2% | +265.0% | -354.2% | -95.4% |
| 10Y | -79.2% | +555.4% | -634.5% | -93.7% |
| All | -93.6% | +1,312.0% | -1,405.6% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling