-21.6%
MARA vs CTAS
+75.3%
-96.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.0% |
| 7D | +22.4% | +0.5% | +22.0% | +22.2% |
| 30D | -21.0% | +10.2% | -31.2% | -24.0% |
| 3M | -25.3% | +12.1% | -37.4% | -28.7% |
| 6M | -43.4% | +38.3% | -81.7% | -53.7% |
| YTD | -19.8% | +21.9% | -41.7% | -28.8% |
| 1Y | -50.0% | +24.0% | -74.1% | -56.6% |
| All | -21.6% | +75.3% | -96.9% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling