-90.5%
MARA vs CMS
+375.1%
-465.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | -18.5% | -1.9% | -16.6% | -18.6% |
| 6M | +21.7% | -11.0% | +32.7% | +21.7% |
| YTD | +25.9% | +0.2% | +25.7% | +26.0% |
| 1Y | -25.1% | -1.3% | -23.8% | -25.1% |
| 3Y | -5.7% | +35.9% | -41.7% | -5.0% |
| 5Y | -73.9% | +23.1% | -97.0% | -73.8% |
| 10Y | -75.6% | +117.9% | -193.5% | -74.9% |
| All | -90.5% | +375.1% | -465.6% | -89.0% |
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