-65.7%
MARA vs NTRS
+37.4%
-103.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.5% | -3.7% | -10.8% | -10.9% |
| 7D | -18.1% | -0.9% | -17.2% | -16.9% |
| 30D | -46.4% | +1.1% | -47.6% | -46.6% |
| 3M | -47.7% | -6.6% | -41.1% | -44.7% |
| 6M | -51.7% | +7.1% | -58.7% | -54.7% |
| YTD | -34.6% | +27.4% | -61.9% | -52.1% |
| 1Y | -65.7% | +36.5% | -102.2% | -77.8% |
| All | -65.7% | +37.4% | -103.1% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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