-91.4%
MARA vs QSR
+205.8%
-297.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.4% |
| 7D | +5.9% | -4.0% | +9.9% | +8.6% |
| 30D | +24.3% | +2.8% | +21.5% | +22.4% |
| 3M | -12.0% | +5.1% | -17.1% | -15.6% |
| 6M | +40.1% | +8.8% | +31.3% | +30.6% |
| YTD | +33.4% | +14.8% | +18.6% | +18.6% |
| 1Y | -23.7% | +25.7% | -49.5% | -36.6% |
| 3Y | +19.0% | +27.5% | -8.6% | -2.0% |
| 5Y | -66.5% | +41.3% | -107.7% | -73.6% |
| 10Y | -73.4% | +133.8% | -207.3% | -83.9% |
| All | -91.4% | +205.8% | -297.1% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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