-90.1%
MARA vs SSNC
+670.5%
-760.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.8% | +8.4% | +7.6% |
| 7D | +15.6% | -1.8% | +17.4% | +17.2% |
| 30D | +17.2% | +1.9% | +15.3% | +15.2% |
| 3M | -14.2% | +18.4% | -32.5% | -26.9% |
| 6M | +47.7% | +7.0% | +40.7% | +35.3% |
| YTD | +31.7% | -6.9% | +38.7% | +33.9% |
| 1Y | -22.2% | -8.2% | -14.0% | -20.2% |
| 3Y | +8.4% | +50.5% | -42.1% | -22.5% |
| 5Y | -68.3% | +17.4% | -85.7% | -70.8% |
| 10Y | -74.9% | +164.9% | -239.8% | -83.2% |
| All | -90.1% | +670.5% | -760.6% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling