-90.1%
MARA vs ROST
+734.4%
-824.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | +15.6% | +0.2% | +15.4% | +15.5% |
| 30D | +17.2% | -10.0% | +27.2% | +24.1% |
| 3M | -14.2% | +1.2% | -15.4% | -16.0% |
| 6M | +47.7% | +8.9% | +38.7% | +37.1% |
| YTD | +31.7% | +28.1% | +3.7% | +11.1% |
| 1Y | -22.2% | +53.0% | -75.1% | -41.5% |
| 3Y | +8.4% | +97.9% | -89.4% | -28.8% |
| 5Y | -68.3% | +112.0% | -180.3% | -80.0% |
| 10Y | -74.9% | +303.0% | -377.8% | -86.9% |
| All | -90.1% | +734.4% | -824.6% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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