-93.9%
MARA vs EXR
+789.6%
-883.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.8% | +11.3% | +10.9% |
| 7D | +2.5% | +1.7% | +0.8% | +1.6% |
| 30D | -23.9% | +18.0% | -42.0% | -30.3% |
| 3M | -23.2% | +9.7% | -32.9% | -27.2% |
| 6M | -43.3% | +13.4% | -56.7% | -47.7% |
| YTD | -18.3% | +26.3% | -44.6% | -28.1% |
| 1Y | -52.9% | +27.6% | -80.4% | -58.9% |
| 3Y | -23.6% | +52.2% | -75.8% | -39.0% |
| 5Y | -88.7% | -1.1% | -87.6% | -88.9% |
| 10Y | -80.3% | +216.8% | -297.1% | -84.6% |
| All | -93.9% | +789.6% | -883.4% | -94.7% |
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 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