-58.7%
MARA vs SAN
+23.5%
-82.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.4% | -10.5% | -8.3% |
| 7D | -6.5% | +4.5% | -11.1% | -9.7% |
| 30D | -38.5% | -12.1% | -26.4% | -32.4% |
| 3M | -41.5% | -15.6% | -26.0% | -34.1% |
| 6M | -41.9% | +5.8% | -47.7% | -43.7% |
| YTD | -23.5% | +5.5% | -29.0% | -28.8% |
| 1Y | -58.7% | +23.6% | -82.2% | -64.1% |
| All | -58.7% | +23.5% | -82.1% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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