-90.5%
MARA vs MOS
-33.8%
-56.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.2% |
| 7D | +6.0% | +9.5% | -3.5% | +1.0% |
| 30D | +0.6% | +10.4% | -9.8% | -4.4% |
| 3M | -18.5% | +12.9% | -31.4% | -24.1% |
| 6M | +21.7% | +1.2% | +20.5% | +17.5% |
| YTD | +25.9% | +9.3% | +16.6% | +16.4% |
| 1Y | -25.1% | -18.0% | -7.2% | -20.4% |
| 3Y | -5.7% | -29.0% | +23.3% | +4.2% |
| 5Y | -73.9% | -9.6% | -64.4% | -75.5% |
| 10Y | -75.6% | +6.1% | -81.7% | -82.1% |
| All | -90.5% | -33.8% | -56.7% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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