-90.5%
MARA vs CTAS
+2,342.3%
-2,432.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | +6.0% | -1.8% | +7.8% | +7.5% |
| 30D | +0.6% | -0.2% | +0.8% | +0.7% |
| 3M | -18.5% | +11.7% | -30.2% | -27.9% |
| 6M | +21.7% | +0.7% | +21.0% | +16.1% |
| YTD | +25.9% | +7.4% | +18.5% | +13.3% |
| 1Y | -25.1% | -2.1% | -23.0% | -28.1% |
| 3Y | -5.7% | +62.9% | -68.7% | -40.5% |
| 5Y | -73.9% | +111.9% | -185.8% | -85.8% |
| 10Y | -75.6% | +652.2% | -727.8% | -94.1% |
| All | -90.5% | +2,342.3% | -2,432.8% | -99.5% |
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