-75.3%
MARA vs EXR
+149.6%
-224.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.5% |
| 7D | -1.5% | -3.2% | +1.7% | +0.5% |
| 30D | +18.1% | -6.9% | +25.0% | +23.2% |
| 3M | -9.4% | -7.8% | -1.6% | -6.0% |
| 6M | +33.4% | -4.9% | +38.2% | +36.0% |
| YTD | +27.3% | +7.2% | +20.1% | +20.8% |
| 1Y | -27.9% | -1.5% | -26.4% | -28.2% |
| 3Y | +4.8% | +22.3% | -17.5% | -10.7% |
| 5Y | -68.0% | -10.9% | -57.1% | -65.8% |
| All | -75.3% | +149.6% | -224.9% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling