-23.7%
MARA vs SSNC
-8.1%
-15.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.5% |
| 7D | +5.9% | -4.0% | +10.0% | +6.6% |
| 30D | +24.3% | +0.5% | +23.7% | +24.1% |
| 3M | -12.0% | +18.9% | -30.9% | -15.2% |
| 6M | +40.1% | +10.8% | +29.3% | +39.4% |
| YTD | +33.4% | -7.1% | +40.6% | +44.4% |
| 1Y | -23.7% | -9.6% | -14.1% | -13.3% |
| All | -23.7% | -8.1% | -15.6% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling