-91.6%
MARA vs ES
+1.4%
-93.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.9% | +10.9% | +8.9% |
| 7D | -6.2% | +1.9% | -8.1% | -7.1% |
| 30D | -38.7% | +7.1% | -45.8% | -40.5% |
| 3M | -40.4% | -1.9% | -38.4% | -40.3% |
| 6M | -51.3% | +4.4% | -55.6% | -52.9% |
| YTD | -29.3% | +7.3% | -36.6% | -32.5% |
| 1Y | -60.2% | +2.1% | -62.3% | -61.3% |
| 3Y | -31.3% | +41.8% | -73.1% | -43.7% |
| All | -91.6% | +1.4% | -93.0% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling