-58.7%
MARA vs CTAS
+25.6%
-84.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.4% | -2.4% |
| 7D | -6.5% | +7.6% | -14.2% | -1.4% |
| 30D | -38.5% | +17.2% | -55.7% | -31.2% |
| 3M | -41.5% | +12.8% | -54.3% | -36.4% |
| 6M | -41.9% | +38.0% | -79.9% | -30.7% |
| YTD | -23.5% | +22.7% | -46.2% | -11.7% |
| 1Y | -58.7% | +25.6% | -84.3% | -50.4% |
| All | -58.7% | +25.6% | -84.3% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling