-93.9%
MARA vs CMS
+388.2%
-482.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.3% | +10.2% | +10.6% |
| 7D | +2.5% | +0.5% | +2.0% | +2.5% |
| 30D | -23.9% | +7.4% | -31.4% | -23.8% |
| 3M | -23.2% | +1.9% | -25.1% | -23.1% |
| 6M | -43.3% | -2.3% | -40.9% | -43.3% |
| YTD | -18.3% | +3.0% | -21.2% | -18.1% |
| 1Y | -52.9% | -2.8% | -50.1% | -52.8% |
| 3Y | -23.6% | +37.9% | -61.5% | -23.0% |
| 5Y | -88.7% | +34.0% | -122.6% | -88.6% |
| 10Y | -80.3% | +138.1% | -218.4% | -79.8% |
| All | -93.9% | +388.2% | -482.1% | -92.8% |
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