-51.3%
MARA vs CMS
-5.9%
-45.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.1% | +10.1% | +4.9% |
| 7D | -6.2% | -1.3% | -4.9% | -7.7% |
| 30D | -38.7% | +6.3% | -45.0% | -33.0% |
| 3M | -40.4% | -2.1% | -38.3% | -41.3% |
| 6M | -51.3% | -5.1% | -46.2% | -51.3% |
| All | -51.3% | -5.9% | -45.4% | -51.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling