-66.3%
MARA vs NTRS
+93.2%
-159.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +3.6% |
| 7D | +5.9% | +1.4% | +4.6% | +4.2% |
| 30D | +24.3% | -0.7% | +24.9% | +24.6% |
| 3M | -12.0% | +11.3% | -23.3% | -22.5% |
| 6M | +40.1% | +35.5% | +4.6% | -3.0% |
| YTD | +33.4% | +40.6% | -7.2% | -11.1% |
| 1Y | -23.7% | +49.2% | -73.0% | -52.3% |
| 3Y | +19.0% | +167.2% | -148.3% | -61.1% |
| All | -66.3% | +93.2% | -159.5% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling