-42.1%
MARA vs DASH
-6.5%
-35.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.1% | +8.1% | +8.0% |
| 7D | -6.2% | +0.4% | -6.6% | -2.7% |
| 30D | -38.7% | -6.0% | -32.7% | -36.8% |
| All | -42.1% | -6.5% | -35.6% | -40.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling