-23.6%
MARA vs EXR
+51.9%
-75.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.8% | +11.3% | +11.0% |
| 7D | +2.5% | +1.7% | +0.8% | +1.4% |
| 30D | -23.9% | +18.0% | -42.0% | -31.5% |
| 3M | -23.2% | +9.7% | -32.9% | -27.8% |
| 6M | -43.3% | +13.4% | -56.7% | -48.8% |
| YTD | -18.3% | +26.3% | -44.6% | -30.9% |
| 1Y | -52.9% | +27.6% | -80.4% | -60.6% |
| 3Y | -23.6% | +52.2% | -75.8% | -43.7% |
| All | -23.6% | +51.9% | -75.5% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling