-81.1%
MARA vs MAS
+213.7%
-294.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.9% | +9.9% | +9.5% |
| 7D | -6.2% | +2.0% | -8.2% | -8.2% |
| 30D | -38.7% | +19.4% | -58.1% | -47.8% |
| 3M | -40.4% | +9.4% | -49.8% | -45.8% |
| 6M | -51.3% | +15.3% | -66.6% | -58.4% |
| YTD | -29.3% | +31.3% | -60.6% | -47.7% |
| 1Y | -60.2% | +34.9% | -95.1% | -71.5% |
| 3Y | -31.3% | +58.6% | -89.9% | -56.8% |
| 5Y | -90.1% | +40.7% | -130.7% | -92.9% |
| All | -81.1% | +213.7% | -294.8% | -91.0% |
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