-75.3%
MARA vs SAN
+347.0%
-422.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | -1.5% | -2.8% | +1.3% | +0.6% |
| 30D | +18.1% | -0.5% | +18.6% | +18.6% |
| 3M | -9.4% | +22.7% | -32.2% | -21.8% |
| 6M | +33.4% | +28.8% | +4.6% | +10.6% |
| YTD | +27.3% | +26.3% | +1.0% | +6.9% |
| 1Y | -27.9% | +48.8% | -76.8% | -47.0% |
| 3Y | +4.8% | +347.2% | -342.4% | -67.7% |
| 5Y | -68.0% | +383.8% | -451.8% | -90.9% |
| All | -75.3% | +347.0% | -422.3% | -91.7% |
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