-82.2%
MARA vs CTAS
+814.6%
-896.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | +10.1% | +2.0% | +8.1% | +8.6% |
| 30D | -15.1% | +8.7% | -23.8% | -20.7% |
| 3M | -24.1% | +13.3% | -37.4% | -31.6% |
| 6M | -45.2% | +39.4% | -84.6% | -59.8% |
| YTD | -22.2% | +21.5% | -43.7% | -36.8% |
| 1Y | -45.3% | +21.9% | -67.2% | -55.9% |
| 3Y | -23.9% | +73.6% | -97.5% | -54.7% |
| 5Y | -90.8% | +116.2% | -207.0% | -95.2% |
| All | -82.2% | +814.6% | -896.7% | -92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling