-90.5%
MARA vs EXR
+670.3%
-760.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -1.9% |
| 7D | +6.0% | -2.6% | +8.6% | +7.4% |
| 30D | +0.6% | -7.2% | +7.8% | +4.4% |
| 3M | -18.5% | -3.5% | -15.0% | -17.9% |
| 6M | +21.7% | -5.3% | +27.0% | +24.2% |
| YTD | +25.9% | +9.4% | +16.6% | +19.7% |
| 1Y | -25.1% | +1.3% | -26.5% | -26.3% |
| 3Y | -5.7% | +22.4% | -28.2% | -16.1% |
| 5Y | -73.9% | -12.2% | -61.7% | -72.5% |
| 10Y | -75.6% | +148.6% | -224.2% | -79.4% |
| All | -90.5% | +670.3% | -760.8% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling