-23.7%
MARA vs QS
-36.7%
+12.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.9% | +3.9% |
| 7D | +5.9% | -3.6% | +9.6% | +7.7% |
| 30D | +24.3% | -17.2% | +41.5% | +36.3% |
| 3M | -12.0% | -27.0% | +15.0% | +0.7% |
| 6M | +40.1% | -24.6% | +64.7% | +56.1% |
| YTD | +33.4% | -49.3% | +82.7% | +77.6% |
| 1Y | -23.7% | -40.3% | +16.6% | +13.5% |
| All | -23.7% | -36.7% | +12.9% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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