+53.6%
MARA vs DASH
-2.1%
+55.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.5% | +12.0% | +11.5% |
| 7D | +2.5% | -2.8% | +5.3% | +4.2% |
| 30D | -23.9% | -9.3% | -14.7% | -20.0% |
| 3M | -23.2% | -15.1% | -8.2% | -17.0% |
| 6M | -43.3% | +8.7% | -52.0% | -49.7% |
| YTD | -18.3% | -21.3% | +3.0% | -11.3% |
| 1Y | -52.9% | -12.7% | -40.2% | -52.9% |
| 3Y | -23.6% | +103.8% | -127.4% | -58.9% |
| 5Y | -88.7% | -16.8% | -71.9% | -91.1% |
| All | +53.6% | -2.1% | +55.6% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling