-94.2%
MARA vs EXR
+787.0%
-881.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | +10.1% | -0.4% | +10.5% | +10.3% |
| 30D | -15.1% | +18.2% | -33.3% | -22.2% |
| 3M | -24.1% | +7.3% | -31.4% | -27.2% |
| 6M | -45.2% | +13.8% | -59.0% | -49.5% |
| YTD | -22.2% | +25.9% | -48.1% | -31.4% |
| 1Y | -45.3% | +25.8% | -71.1% | -51.9% |
| 3Y | -23.9% | +53.7% | -77.6% | -39.4% |
| 5Y | -90.8% | -1.8% | -89.0% | -90.9% |
| 10Y | -81.0% | +214.5% | -295.6% | -85.1% |
| All | -94.2% | +787.0% | -881.2% | -94.9% |
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