-27.9%
MARA vs SBAC
-2.7%
-25.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.7% |
| 7D | -1.5% | -5.3% | +3.8% | -0.6% |
| 30D | +18.1% | +0.4% | +17.7% | +18.1% |
| 3M | -9.4% | -11.9% | +2.5% | -5.5% |
| 6M | +33.4% | -4.5% | +37.8% | +32.0% |
| YTD | +27.3% | -4.3% | +31.6% | +25.3% |
| 1Y | -27.9% | -3.9% | -24.0% | -26.6% |
| All | -27.9% | -2.7% | -25.2% | -26.6% |
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