-90.5%
MARA vs SAN
+390.7%
-481.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -1.9% |
| 7D | +6.0% | +1.8% | +4.2% | +4.8% |
| 30D | +0.6% | +2.0% | -1.4% | -0.9% |
| 3M | -18.5% | +19.7% | -38.2% | -28.4% |
| 6M | +21.7% | +30.6% | -8.9% | -0.4% |
| YTD | +25.9% | +28.8% | -2.9% | +3.7% |
| 1Y | -25.1% | +57.8% | -82.9% | -47.7% |
| 3Y | -5.7% | +338.1% | -343.9% | -71.2% |
| 5Y | -73.9% | +384.2% | -458.2% | -92.6% |
| 10Y | -75.6% | +353.1% | -428.8% | -93.5% |
| All | -90.5% | +390.7% | -481.3% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling