-68.3%
MARA vs EXR
-10.8%
-57.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +15.6% | -0.7% | +16.3% | +16.4% |
| 30D | +17.2% | -6.9% | +24.2% | +24.1% |
| 3M | -14.2% | -3.0% | -11.2% | -13.8% |
| 6M | +47.7% | -2.9% | +50.6% | +48.7% |
| YTD | +31.7% | +9.3% | +22.5% | +20.5% |
| 1Y | -22.2% | -0.9% | -21.2% | -23.2% |
| 3Y | +8.4% | +24.7% | -16.3% | -17.8% |
| 5Y | -68.3% | -11.7% | -56.6% | -64.3% |
| All | -68.3% | -10.8% | -57.5% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling