-58.7%
MARA vs ESTC
+1.6%
-60.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | -6.5% | -15.9% | +9.3% | -5.1% |
| 30D | -38.5% | -5.5% | -33.0% | -38.1% |
| 3M | -41.5% | +26.2% | -67.7% | -43.1% |
| 6M | -41.9% | +77.0% | -119.0% | -46.8% |
| YTD | -23.5% | +18.9% | -42.4% | -26.9% |
| 1Y | -58.7% | +1.3% | -60.0% | -58.7% |
| All | -58.7% | +1.6% | -60.2% | -58.7% |
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