-23.9%
MARA vs SAN
+247.1%
-271.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.3% |
| 7D | +10.1% | +4.0% | +6.1% | +7.6% |
| 30D | -15.1% | -7.8% | -7.2% | -10.8% |
| 3M | -24.1% | -16.4% | -7.7% | -15.4% |
| 6M | -45.2% | +3.5% | -48.7% | -46.2% |
| YTD | -22.2% | +6.7% | -28.8% | -25.4% |
| 1Y | -45.3% | +14.5% | -59.8% | -49.7% |
| 3Y | -23.9% | +243.5% | -267.4% | -64.1% |
| All | -23.9% | +247.1% | -271.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling