-91.6%
MARA vs MAS
+39.2%
-130.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.9% | +9.9% | +9.8% |
| 7D | -6.2% | +2.0% | -8.2% | -8.5% |
| 30D | -38.7% | +19.4% | -58.1% | -49.3% |
| 3M | -40.4% | +9.4% | -49.8% | -46.8% |
| 6M | -51.3% | +15.3% | -66.6% | -59.9% |
| YTD | -29.3% | +31.3% | -60.6% | -51.8% |
| 1Y | -60.2% | +34.9% | -95.1% | -74.0% |
| 3Y | -31.3% | +58.6% | -89.9% | -64.9% |
| All | -91.6% | +39.2% | -130.7% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling