-21.2%
MARA vs SARO
-22.5%
+1.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +3.7% |
| 7D | +5.9% | -3.1% | +9.0% | +8.1% |
| 30D | +24.3% | -12.2% | +36.5% | +34.7% |
| 3M | -12.0% | -7.4% | -4.6% | -8.1% |
| 6M | +40.1% | -15.3% | +55.4% | +52.8% |
| YTD | +33.4% | -16.2% | +49.6% | +48.2% |
| 1Y | -23.7% | -12.1% | -11.6% | -17.7% |
| All | -21.2% | -22.5% | +1.2% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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