-90.5%
MARA vs MAS
+620.3%
-710.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -3.7% |
| 7D | +6.0% | -0.8% | +6.7% | +6.6% |
| 30D | +0.6% | -5.6% | +6.2% | +4.3% |
| 3M | -18.5% | +4.4% | -23.0% | -22.2% |
| 6M | +21.7% | +7.2% | +14.5% | +13.9% |
| YTD | +25.9% | +16.1% | +9.8% | +9.4% |
| 1Y | -25.1% | +0.1% | -25.2% | -28.4% |
| 3Y | -5.7% | +28.3% | -34.1% | -22.6% |
| 5Y | -73.9% | +30.5% | -104.4% | -77.9% |
| 10Y | -75.6% | +139.1% | -214.8% | -84.0% |
| All | -90.5% | +620.3% | -710.8% | -96.9% |
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