-69.7%
MARA vs CMS
+25.9%
-95.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +6.0% | +0.4% | +5.6% | +6.0% |
| 30D | +0.6% | -3.6% | +4.2% | +1.0% |
| 3M | -18.5% | -1.9% | -16.6% | -18.9% |
| 6M | +21.7% | -11.0% | +32.7% | +23.5% |
| YTD | +25.9% | +0.2% | +25.7% | +25.8% |
| 1Y | -25.1% | -1.3% | -23.8% | -25.0% |
| 3Y | -5.7% | +35.9% | -41.7% | -9.7% |
| All | -69.7% | +25.9% | -95.6% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling