-94.7%
MARA vs CMS
+380.1%
-474.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.1% | +10.1% | +7.9% |
| 7D | -6.2% | -1.3% | -4.9% | -6.2% |
| 30D | -38.7% | +6.3% | -45.0% | -38.6% |
| 3M | -40.4% | -2.1% | -38.3% | -40.4% |
| 6M | -51.3% | -5.1% | -46.2% | -51.3% |
| YTD | -29.3% | +1.3% | -30.5% | -29.2% |
| 1Y | -60.2% | -1.4% | -58.8% | -60.1% |
| 3Y | -31.3% | +36.9% | -68.2% | -30.7% |
| 5Y | -90.1% | +32.5% | -122.6% | -89.9% |
| 10Y | -81.2% | +126.8% | -208.0% | -80.7% |
| All | -94.7% | +380.1% | -474.8% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling