-58.7%
MARA vs SBAC
+2.4%
-61.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.8% | -9.9% | -4.6% |
| 7D | -6.5% | +5.8% | -12.3% | -7.0% |
| 30D | -38.5% | +20.8% | -59.3% | -40.2% |
| 3M | -41.5% | +4.8% | -46.3% | -41.6% |
| 6M | -41.9% | -9.1% | -32.8% | -38.4% |
| YTD | -23.5% | +3.1% | -26.6% | -25.3% |
| 1Y | -58.7% | +2.2% | -60.8% | -59.3% |
| All | -58.7% | +2.4% | -61.0% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling