-90.5%
MARA vs HAS
+308.2%
-398.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | +6.0% | -1.8% | +7.8% | +7.2% |
| 30D | +0.6% | +2.3% | -1.6% | -1.1% |
| 3M | -18.5% | +10.4% | -28.9% | -24.1% |
| 6M | +21.7% | -3.2% | +25.0% | +22.2% |
| YTD | +25.9% | +15.4% | +10.5% | +11.9% |
| 1Y | -25.1% | +18.8% | -43.9% | -35.0% |
| 3Y | -5.7% | +43.9% | -49.7% | -29.2% |
| 5Y | -73.9% | +13.9% | -87.8% | -76.8% |
| 10Y | -75.6% | +56.4% | -132.0% | -82.7% |
| All | -90.5% | +308.2% | -398.8% | -97.8% |
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