-82.1%
MARA vs MAS
+230.1%
-312.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.5% | +0.1% | +0.9% |
| 7D | +3.3% | +3.3% | 0.0% | +0.3% |
| 30D | -31.2% | +25.5% | -56.6% | -43.6% |
| 3M | -34.2% | +11.8% | -46.0% | -41.0% |
| 6M | -48.7% | +21.3% | -70.0% | -58.0% |
| YTD | -26.1% | +37.7% | -63.8% | -47.4% |
| 1Y | -58.2% | +41.0% | -99.2% | -71.1% |
| 3Y | -28.1% | +63.0% | -91.1% | -55.6% |
| 5Y | -91.3% | +44.1% | -135.4% | -93.9% |
| 10Y | -82.1% | +224.3% | -306.4% | -91.6% |
| All | -82.1% | +230.1% | -312.3% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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