-52.9%
MARA vs ES
-0.1%
-52.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.2% | +10.4% | +10.5% |
| 7D | +2.5% | +0.9% | +1.7% | +2.3% |
| 30D | -23.9% | +5.9% | -29.9% | -24.6% |
| 3M | -23.2% | -1.0% | -22.2% | -22.9% |
| 6M | -43.3% | +7.2% | -50.4% | -46.2% |
| YTD | -18.3% | +7.0% | -25.2% | -23.2% |
| 1Y | -52.9% | +0.5% | -53.3% | -54.1% |
| All | -52.9% | -0.1% | -52.8% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling