-95.1%
MARA vs MAS
+730.6%
-825.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.4% | -11.0% | -12.1% |
| 7D | -18.0% | +4.6% | -22.5% | -20.7% |
| 30D | -46.4% | +19.9% | -66.3% | -53.0% |
| 3M | -47.7% | +8.9% | -56.6% | -51.3% |
| 6M | -51.6% | +20.2% | -71.8% | -58.5% |
| YTD | -34.5% | +33.9% | -68.4% | -49.0% |
| 1Y | -65.7% | +34.7% | -100.3% | -73.5% |
| 3Y | -37.5% | +60.4% | -97.9% | -56.2% |
| 5Y | -90.8% | +43.5% | -134.2% | -92.8% |
| 10Y | -82.6% | +226.7% | -309.3% | -90.3% |
| All | -95.1% | +730.6% | -825.6% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling