-31.3%
MARA vs DASH
+94.3%
-125.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.1% | +8.1% | +8.1% |
| 7D | -6.2% | +0.4% | -6.6% | -6.9% |
| 30D | -38.7% | -6.0% | -32.7% | -37.1% |
| 3M | -40.4% | -15.8% | -24.6% | -35.8% |
| 6M | -51.3% | +7.0% | -58.2% | -55.7% |
| YTD | -29.3% | -20.7% | -8.6% | -22.2% |
| 1Y | -60.2% | -8.5% | -51.7% | -60.9% |
| 3Y | -31.3% | +101.8% | -133.1% | -61.5% |
| All | -31.3% | +94.3% | -125.5% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling