-66.3%
MARA vs OTIS
-17.8%
-48.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +2.8% |
| 7D | +5.9% | -3.0% | +8.9% | +9.6% |
| 30D | +24.3% | -6.0% | +30.3% | +33.0% |
| 3M | -12.0% | -0.9% | -11.1% | -13.8% |
| 6M | +40.1% | -17.3% | +57.4% | +71.4% |
| YTD | +33.4% | -19.6% | +53.0% | +65.0% |
| 1Y | -23.7% | -21.0% | -2.7% | -3.6% |
| 3Y | +19.0% | -12.1% | +31.1% | +17.1% |
| All | -66.3% | -17.8% | -48.6% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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