-25.1%
MARA vs TOST
-20.0%
-5.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +6.0% | -3.4% | +9.4% | +6.9% |
| 30D | +0.6% | -2.4% | +3.1% | +0.9% |
| 3M | -18.5% | +34.6% | -53.1% | -27.0% |
| 6M | +21.7% | +15.2% | +6.5% | +13.2% |
| YTD | +25.9% | -4.4% | +30.3% | +24.8% |
| 1Y | -25.1% | -17.4% | -7.7% | -19.5% |
| All | -25.1% | -20.0% | -5.1% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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