-31.3%
MARA vs CMS
+35.4%
-66.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.1% | +10.1% | +8.0% |
| 7D | -6.2% | -1.3% | -4.9% | -6.2% |
| 30D | -38.7% | +6.3% | -45.0% | -39.2% |
| 3M | -40.4% | -2.1% | -38.3% | -40.1% |
| 6M | -51.3% | -5.1% | -46.2% | -51.1% |
| YTD | -29.3% | +1.3% | -30.5% | -29.6% |
| 1Y | -60.2% | -1.4% | -58.8% | -60.1% |
| 3Y | -31.3% | +36.9% | -68.2% | -42.7% |
| All | -31.3% | +35.4% | -66.7% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling