-69.3%
MARA vs SAN
+384.1%
-453.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.8% |
| 7D | +13.8% | -0.5% | +14.3% | +14.4% |
| 30D | +24.7% | -0.1% | +24.8% | +24.7% |
| 3M | -10.4% | +19.6% | -30.1% | -22.3% |
| 6M | +37.6% | +32.7% | +5.0% | +9.0% |
| YTD | +32.7% | +26.7% | +6.0% | +8.7% |
| 1Y | -25.2% | +51.6% | -76.8% | -47.9% |
| 3Y | +9.3% | +348.7% | -339.5% | -73.0% |
| 5Y | -69.3% | +378.7% | -448.1% | -94.2% |
| All | -69.3% | +384.1% | -453.4% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling