-69.3%
MARA vs CTAS
+110.0%
-179.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.0% |
| 7D | +13.8% | +1.0% | +12.9% | +12.9% |
| 30D | +24.7% | -1.1% | +25.7% | +25.8% |
| 3M | -10.4% | +11.5% | -21.9% | -23.6% |
| 6M | +37.6% | +0.2% | +37.5% | +31.0% |
| YTD | +32.7% | +7.2% | +25.6% | +14.6% |
| 1Y | -25.2% | 0.0% | -25.2% | -30.7% |
| 3Y | +9.3% | +65.9% | -56.7% | -56.4% |
| 5Y | -69.3% | +109.6% | -178.9% | -91.7% |
| All | -69.3% | +110.0% | -179.4% | -91.7% |
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