+19.0%
MARA vs OSCR
+401.8%
-382.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.7% |
| 7D | +5.9% | +1.6% | +4.3% | +5.5% |
| 30D | +24.3% | +10.7% | +13.6% | +20.9% |
| 3M | -12.0% | +13.4% | -25.3% | -15.3% |
| 6M | +40.1% | +144.6% | -104.4% | +10.3% |
| YTD | +33.4% | +128.0% | -94.6% | +6.5% |
| 1Y | -23.7% | +68.7% | -92.4% | -35.7% |
| 3Y | +19.0% | +398.8% | -379.8% | -40.9% |
| All | +19.0% | +401.8% | -382.9% | -40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling