-94.2%
MARA vs SAN
+306.3%
-400.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.1% |
| 6M | -45.2% | +3.5% | -48.7% | -46.9% |
| YTD | -22.2% | +6.7% | -28.8% | -26.9% |
| 1Y | -45.3% | +14.5% | -59.8% | -51.5% |
| 3Y | -23.9% | +243.5% | -267.4% | -72.2% |
| 5Y | -90.8% | +296.2% | -387.0% | -97.0% |
| 10Y | -81.0% | +268.5% | -349.5% | -94.1% |
| All | -94.2% | +306.3% | -400.5% | -98.2% |
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 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