+13.5%
MARA vs NSC
+75.0%
-61.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -1.5% | -1.4% | -0.1% | -0.4% |
| 30D | +18.1% | -3.4% | +21.5% | +21.4% |
| 3M | -9.4% | +5.1% | -14.5% | -14.1% |
| 6M | +33.4% | +9.2% | +24.2% | +20.5% |
| YTD | +27.3% | +13.4% | +13.9% | +10.2% |
| 1Y | -27.9% | +20.8% | -48.7% | -41.6% |
| All | +13.5% | +75.0% | -61.5% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling