-58.7%
MARA vs KEYS
+55.9%
-114.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.3% | +2.3% | +0.3% |
| 7D | -6.5% | -14.8% | +8.3% | +4.4% |
| 30D | -38.5% | -25.6% | -12.9% | -24.7% |
| 3M | -41.5% | -16.2% | -25.3% | -34.1% |
| 6M | -41.9% | -18.6% | -23.3% | -34.1% |
| YTD | -23.5% | +40.7% | -64.2% | -42.4% |
| 1Y | -58.7% | +59.6% | -118.3% | -72.5% |
| All | -58.7% | +55.9% | -114.6% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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