-71.3%
MARA vs DASH
+8.6%
-79.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | +0.8% |
| 7D | +6.0% | -10.6% | +16.6% | +14.7% |
| 30D | +0.6% | +2.2% | -1.5% | -1.8% |
| 3M | -18.5% | +32.3% | -50.8% | -35.8% |
| 6M | +21.7% | +19.1% | +2.6% | +0.9% |
| YTD | +25.9% | -6.5% | +32.5% | +24.7% |
| 1Y | -25.1% | -14.9% | -10.3% | -21.2% |
| 3Y | -5.7% | +151.9% | -157.7% | -59.9% |
| All | -71.3% | +8.6% | -79.9% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling