-74.1%
MARA vs CRS
+1,392.1%
-1,466.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.1% | +5.9% | +5.5% |
| 7D | +5.9% | -6.8% | +12.7% | +10.1% |
| 30D | +24.3% | -16.1% | +40.4% | +36.8% |
| 3M | -12.0% | -21.2% | +9.2% | -0.1% |
| 6M | +40.1% | +8.7% | +31.4% | +30.1% |
| YTD | +33.4% | +41.0% | -7.6% | +5.6% |
| 1Y | -23.7% | +82.7% | -106.4% | -49.7% |
| 3Y | +19.0% | +604.8% | -585.8% | -66.5% |
| 5Y | -66.5% | +1,384.7% | -1,451.2% | -93.8% |
| All | -74.1% | +1,392.1% | -1,466.1% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling