-82.2%
MARA vs SAN
+270.1%
-352.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.4% |
| 7D | +10.1% | +4.0% | +6.1% | +7.0% |
| 30D | -15.1% | -7.8% | -7.2% | -10.4% |
| 3M | -24.1% | -16.4% | -7.7% | -14.2% |
| 6M | -45.2% | +3.5% | -48.7% | -46.9% |
| YTD | -22.2% | +6.7% | -28.8% | -26.8% |
| 1Y | -45.3% | +14.5% | -59.8% | -51.4% |
| 3Y | -23.9% | +243.5% | -267.4% | -72.1% |
| 5Y | -90.8% | +296.2% | -387.0% | -97.0% |
| All | -82.2% | +270.1% | -352.3% | -93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling