-45.2%
MARA vs CTAS
+38.9%
-84.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -3.2% |
| 7D | +10.1% | +2.0% | +8.1% | +12.0% |
| 30D | -15.1% | +8.7% | -23.8% | -7.4% |
| 3M | -24.1% | +13.3% | -37.4% | -13.8% |
| 6M | -45.2% | +39.4% | -84.6% | -19.4% |
| All | -45.2% | +38.9% | -84.0% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling