-36.4%
MARA vs MAS
+61.2%
-97.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.4% | -11.0% | -12.1% |
| 7D | -18.0% | +4.6% | -22.5% | -20.6% |
| 30D | -46.4% | +19.9% | -66.3% | -53.2% |
| 3M | -47.7% | +8.9% | -56.6% | -51.3% |
| 6M | -51.6% | +20.2% | -71.8% | -58.9% |
| YTD | -34.5% | +33.9% | -68.4% | -51.3% |
| 1Y | -65.7% | +34.7% | -100.3% | -74.8% |
| All | -36.4% | +61.2% | -97.6% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling