-27.9%
MARA vs EXR
-1.5%
-26.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.4% |
| 7D | -1.5% | -3.2% | +1.7% | 0.0% |
| 30D | +18.1% | -6.9% | +25.0% | +21.8% |
| 3M | -9.4% | -7.8% | -1.6% | -7.2% |
| 6M | +33.4% | -4.9% | +38.2% | +30.3% |
| YTD | +27.3% | +7.2% | +20.1% | +19.4% |
| 1Y | -27.9% | -1.5% | -26.4% | -29.2% |
| All | -27.9% | -1.5% | -26.4% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling