-90.5%
MARA vs DASH
-24.3%
-66.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.2% | -2.8% | -3.7% |
| 7D | +22.4% | -4.1% | +26.5% | +26.2% |
| 30D | -21.0% | -10.6% | -10.3% | -15.5% |
| 3M | -25.3% | -18.8% | -6.5% | -15.9% |
| 6M | -43.4% | +11.2% | -54.6% | -51.6% |
| YTD | -19.8% | -23.8% | +4.0% | -10.3% |
| 1Y | -50.0% | -12.2% | -37.9% | -50.7% |
| 3Y | -25.1% | +97.3% | -122.4% | -63.9% |
| 5Y | -90.5% | -29.8% | -60.7% | -94.0% |
| All | -90.5% | -24.3% | -66.3% | -94.0% |
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