-25.1%
MARA vs GWRE
-25.4%
+0.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -19.9% | +17.4% | -2.6% |
| 7D | +6.0% | -21.1% | +27.1% | +5.7% |
| 30D | +0.6% | +1.3% | -0.7% | +1.3% |
| 3M | -18.5% | +7.4% | -26.0% | -18.1% |
| 6M | +21.7% | +5.6% | +16.1% | +22.6% |
| YTD | +25.9% | -19.2% | +45.1% | +24.0% |
| 1Y | -25.1% | -25.1% | 0.0% | -24.5% |
| All | -25.1% | -25.4% | +0.3% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling