-25.1%
MARA vs ESTC
+7.3%
-32.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -2.3% |
| 7D | +6.0% | -8.1% | +14.1% | +6.1% |
| 30D | +0.6% | +31.7% | -31.1% | -1.8% |
| 3M | -18.5% | +41.1% | -59.6% | -21.3% |
| 6M | +21.7% | +77.1% | -55.3% | +14.0% |
| YTD | +25.9% | +21.7% | +4.2% | +20.2% |
| 1Y | -25.1% | +8.4% | -33.5% | -25.4% |
| All | -25.1% | +7.3% | -32.4% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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