-23.7%
MARA vs GWRE
-44.7%
+20.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.8% |
| 7D | +5.9% | -13.2% | +19.2% | +5.7% |
| 30D | +24.3% | -18.6% | +42.9% | +24.6% |
| 3M | -12.0% | +18.9% | -30.9% | -15.0% |
| 6M | +40.1% | -11.0% | +51.1% | +43.4% |
| YTD | +33.4% | -29.9% | +63.3% | +29.9% |
| 1Y | -23.7% | -44.3% | +20.6% | -13.0% |
| All | -23.7% | -44.7% | +20.9% | -13.0% |
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