-73.6%
MARA vs HAS
+54.3%
-127.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.7% |
| 7D | +13.8% | -4.8% | +18.7% | +17.3% |
| 30D | +24.7% | -5.1% | +29.8% | +28.5% |
| 3M | -10.4% | +6.4% | -16.8% | -14.9% |
| 6M | +37.6% | -5.6% | +43.3% | +39.9% |
| YTD | +32.7% | +11.0% | +21.8% | +20.2% |
| 1Y | -25.2% | +16.8% | -42.0% | -34.8% |
| 3Y | +9.3% | +44.0% | -34.8% | -19.1% |
| 5Y | -69.3% | +11.0% | -80.3% | -72.6% |
| 10Y | -73.6% | +56.0% | -129.6% | -78.6% |
| All | -73.6% | +54.3% | -127.8% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling