-82.2%
MARA vs EXR
+216.3%
-298.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | +10.1% | -0.4% | +10.5% | +10.4% |
| 30D | -15.1% | +18.2% | -33.3% | -23.8% |
| 3M | -24.1% | +7.3% | -31.4% | -27.9% |
| 6M | -45.2% | +13.8% | -59.0% | -50.6% |
| YTD | -22.2% | +25.9% | -48.1% | -33.7% |
| 1Y | -45.3% | +25.8% | -71.1% | -53.5% |
| 3Y | -23.9% | +53.7% | -77.6% | -43.9% |
| 5Y | -90.8% | -1.8% | -89.0% | -90.9% |
| All | -82.2% | +216.3% | -298.5% | -88.6% |
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