-58.7%
MARA vs NSC
+24.4%
-83.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.1% |
| 7D | -6.5% | +1.8% | -8.3% | -6.7% |
| 30D | -38.5% | +8.8% | -47.3% | -39.1% |
| 3M | -41.5% | +1.2% | -42.8% | -41.4% |
| 6M | -41.9% | +11.3% | -53.3% | -43.0% |
| YTD | -23.5% | +20.7% | -44.2% | -26.0% |
| 1Y | -58.7% | +23.4% | -82.1% | -60.7% |
| All | -58.7% | +24.4% | -83.0% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling