-94.4%
MARA vs HAS
+433.5%
-527.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +3.6% |
| 7D | +3.3% | +2.2% | +1.1% | +2.0% |
| 30D | -31.2% | +29.6% | -60.8% | -41.5% |
| 3M | -34.2% | +30.3% | -64.5% | -44.6% |
| 6M | -48.7% | +25.6% | -74.3% | -56.5% |
| YTD | -26.1% | +50.8% | -76.9% | -44.7% |
| 1Y | -58.2% | +63.0% | -121.2% | -70.4% |
| 3Y | -28.1% | +211.6% | -239.6% | -66.5% |
| 5Y | -91.3% | +50.4% | -141.7% | -93.5% |
| 10Y | -82.1% | +101.9% | -184.0% | -89.2% |
| All | -94.4% | +433.5% | -527.9% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling