-45.3%
MARA vs CMS
-2.7%
-42.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -2.1% |
| 7D | +10.1% | +1.7% | +8.3% | +11.0% |
| 30D | -15.1% | +6.2% | -21.3% | -12.7% |
| 3M | -24.1% | +0.6% | -24.7% | -22.7% |
| 6M | -45.2% | -1.8% | -43.4% | -44.8% |
| YTD | -22.2% | +3.8% | -26.0% | -14.5% |
| 1Y | -45.3% | -1.8% | -43.5% | -38.1% |
| All | -45.3% | -2.7% | -42.6% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling