-58.7%
MARA vs OSCR
+104.5%
-163.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.6% | -12.6% | -6.7% |
| 7D | -6.5% | +15.5% | -22.0% | -10.9% |
| 30D | -38.5% | +8.5% | -47.0% | -40.3% |
| 3M | -41.5% | +15.8% | -57.4% | -45.1% |
| 6M | -41.9% | +89.5% | -131.4% | -56.5% |
| YTD | -23.5% | +144.9% | -168.4% | -50.3% |
| 1Y | -58.7% | +105.1% | -163.7% | -71.5% |
| All | -58.7% | +104.5% | -163.1% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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