-90.1%
MARA vs RMBS
+1,729.3%
-1,819.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +3.7% |
| 7D | +15.6% | +3.0% | +12.7% | +13.8% |
| 30D | +17.2% | -14.4% | +31.7% | +28.0% |
| 3M | -14.2% | -42.8% | +28.7% | +14.8% |
| 6M | +47.7% | -1.4% | +49.1% | +36.9% |
| YTD | +31.7% | -5.4% | +37.2% | +22.7% |
| 1Y | -22.2% | +18.6% | -40.7% | -38.5% |
| 3Y | +8.4% | +57.3% | -48.8% | -34.5% |
| 5Y | -68.3% | +265.7% | -334.0% | -87.7% |
| 10Y | -74.9% | +546.0% | -620.9% | -91.9% |
| All | -90.1% | +1,729.3% | -1,819.4% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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