-94.2%
MARA vs CTAS
+2,662.5%
-2,756.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | +10.1% | +2.0% | +8.1% | +8.6% |
| 30D | -15.1% | +8.7% | -23.8% | -20.7% |
| 3M | -24.1% | +13.3% | -37.4% | -31.7% |
| 6M | -45.2% | +39.4% | -84.6% | -59.8% |
| YTD | -22.2% | +21.5% | -43.7% | -36.9% |
| 1Y | -45.3% | +21.9% | -67.2% | -56.0% |
| 3Y | -23.9% | +73.6% | -97.5% | -54.5% |
| 5Y | -90.8% | +116.2% | -207.0% | -95.2% |
| 10Y | -81.0% | +818.2% | -899.2% | -96.1% |
| All | -94.2% | +2,662.5% | -2,756.7% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling