-74.1%
MARA vs SSNC
+173.6%
-247.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +3.2% |
| 7D | +5.9% | -4.0% | +10.0% | +10.0% |
| 30D | +24.3% | +0.5% | +23.7% | +23.2% |
| 3M | -12.0% | +18.9% | -30.9% | -28.6% |
| 6M | +40.1% | +10.8% | +29.3% | +20.7% |
| YTD | +33.4% | -7.1% | +40.6% | +36.1% |
| 1Y | -23.7% | -9.6% | -14.1% | -20.2% |
| 3Y | +19.0% | +51.1% | -32.1% | -24.9% |
| 5Y | -66.5% | +19.7% | -86.1% | -71.2% |
| All | -74.1% | +173.6% | -247.7% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling