-90.5%
MARA vs PEGA
+354.4%
-444.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | +6.0% | +3.3% | +2.7% | +4.6% |
| 30D | +0.6% | +17.7% | -17.1% | -6.9% |
| 3M | -18.5% | +5.8% | -24.3% | -22.8% |
| 6M | +21.7% | -20.3% | +42.0% | +30.2% |
| YTD | +25.9% | -37.1% | +63.1% | +47.8% |
| 1Y | -25.1% | -30.2% | +5.1% | -17.3% |
| 3Y | -5.7% | +48.1% | -53.9% | -35.5% |
| 5Y | -73.9% | -46.8% | -27.2% | -72.3% |
| 10Y | -75.6% | +191.3% | -266.9% | -78.3% |
| All | -90.5% | +354.4% | -444.9% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 all: compounded portfolio wealth divided by compounded PEGA 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…
all analysis · Full analysis span regression · 6 months rolling