-75.3%
MARA vs CTAS
+675.6%
-750.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.5% |
| 7D | -1.5% | -1.3% | -0.2% | -0.5% |
| 30D | +18.1% | -3.1% | +21.2% | +20.8% |
| 3M | -9.4% | +10.3% | -19.7% | -18.6% |
| 6M | +33.4% | +1.6% | +31.7% | +26.5% |
| YTD | +27.3% | +6.3% | +21.0% | +15.4% |
| 1Y | -27.9% | -0.5% | -27.5% | -31.7% |
| 3Y | +4.8% | +64.6% | -59.8% | -34.8% |
| 5Y | -68.0% | +106.0% | -174.0% | -82.4% |
| All | -75.3% | +675.6% | -750.9% | -90.3% |
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