-58.7%
MARA vs DASH
-16.7%
-42.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.3% | -12.4% | -5.6% |
| 7D | -6.5% | +17.2% | -23.7% | -10.0% |
| 30D | -38.5% | +3.6% | -42.1% | -39.0% |
| 3M | -41.5% | -1.9% | -39.7% | -41.8% |
| 6M | -41.9% | +15.1% | -57.0% | -45.2% |
| YTD | -23.5% | -12.3% | -11.2% | -22.0% |
| 1Y | -58.7% | -17.2% | -41.4% | -57.2% |
| All | -58.7% | -16.7% | -42.0% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 1y: compounded portfolio wealth divided by compounded DASH 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…
1y analysis · Full analysis span regression · 6 months rolling