-93.9%
MARA vs HAS
+437.5%
-531.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.7% | +9.8% | +10.1% |
| 7D | +2.5% | +3.3% | -0.7% | +0.6% |
| 30D | -23.9% | +30.5% | -54.5% | -35.6% |
| 3M | -23.2% | +29.9% | -53.1% | -35.2% |
| 6M | -43.3% | +26.5% | -69.8% | -52.1% |
| YTD | -18.3% | +51.9% | -70.2% | -39.1% |
| 1Y | -52.9% | +60.9% | -113.8% | -66.3% |
| 3Y | -23.6% | +215.0% | -238.6% | -64.7% |
| 5Y | -88.7% | +51.5% | -140.2% | -91.6% |
| 10Y | -80.3% | +102.2% | -182.6% | -88.2% |
| All | -93.9% | +437.5% | -531.3% | -98.8% |
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