-90.5%
MARA vs CTAS
+118.4%
-208.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.1% | -6.1% | -6.1% |
| 7D | +22.4% | +0.5% | +22.0% | +21.9% |
| 30D | -21.0% | +10.2% | -31.2% | -28.4% |
| 3M | -25.3% | +12.1% | -37.4% | -33.7% |
| 6M | -43.4% | +38.3% | -81.7% | -62.2% |
| YTD | -19.8% | +21.9% | -41.7% | -39.2% |
| 1Y | -50.0% | +24.0% | -74.1% | -63.3% |
| 3Y | -25.1% | +75.1% | -100.2% | -70.4% |
| 5Y | -90.5% | +116.9% | -207.5% | -97.6% |
| All | -90.5% | +118.4% | -208.9% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling