-16.6%
MARA vs DASH
+105.6%
-122.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +11.5% | -10.2% | +21.7% | +18.5% |
| 30D | -18.9% | -8.2% | -10.6% | -15.6% |
| 3M | -20.9% | -15.9% | -5.0% | -14.8% |
| 6M | -42.8% | +13.3% | -56.1% | -49.9% |
| YTD | -14.7% | -21.3% | +6.6% | -5.7% |
| 1Y | -47.6% | -11.1% | -36.5% | -47.6% |
| All | -16.6% | +105.6% | -122.2% | -56.2% |
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 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