-94.2%
MARA vs ROST
+743.1%
-837.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -1.5% |
| 7D | +10.1% | +0.3% | +9.8% | +10.1% |
| 30D | -15.1% | +0.5% | -15.5% | -15.5% |
| 3M | -24.1% | -5.2% | -18.9% | -22.5% |
| 6M | -45.2% | +9.8% | -55.0% | -49.4% |
| YTD | -22.2% | +29.4% | -51.5% | -35.0% |
| 1Y | -45.3% | +44.4% | -89.7% | -57.6% |
| 3Y | -23.9% | +95.0% | -118.9% | -50.0% |
| 5Y | -90.8% | +111.9% | -202.7% | -94.2% |
| 10Y | -81.0% | +301.2% | -382.2% | -90.2% |
| All | -94.2% | +743.1% | -837.2% | -97.5% |
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