-73.6%
MARA vs CMS
+116.0%
-189.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.7% |
| 7D | +13.8% | +0.2% | +13.7% | +13.9% |
| 30D | +24.7% | -1.3% | +26.0% | +24.6% |
| 3M | -10.4% | -5.4% | -5.1% | -10.7% |
| 6M | +37.6% | -10.3% | +48.0% | +37.2% |
| YTD | +32.7% | -0.2% | +33.0% | +32.9% |
| 1Y | -25.2% | -0.9% | -24.3% | -25.0% |
| 3Y | +9.3% | +34.0% | -24.7% | +11.5% |
| 5Y | -69.3% | +23.6% | -92.9% | -68.8% |
| 10Y | -73.6% | +122.2% | -195.8% | -67.3% |
| All | -73.6% | +116.0% | -189.5% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling