-52.9%
MARA vs MAS
+39.0%
-91.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.3% | +11.8% | +10.9% |
| 7D | +2.5% | +3.6% | -1.1% | +1.8% |
| 30D | -23.9% | +23.8% | -47.8% | -28.5% |
| 3M | -23.2% | +14.4% | -37.6% | -26.3% |
| 6M | -43.3% | +19.7% | -63.0% | -46.4% |
| YTD | -18.3% | +36.0% | -54.2% | -27.6% |
| 1Y | -52.9% | +40.4% | -93.2% | -58.3% |
| All | -52.9% | +39.0% | -91.9% | -58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling