-81.4%
MARA vs TOST
-46.7%
-34.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.4% |
| 7D | +3.3% | +4.0% | -0.8% | +0.1% |
| 30D | -31.2% | +11.1% | -42.2% | -36.6% |
| 3M | -34.2% | +0.8% | -35.0% | -36.4% |
| 6M | -48.7% | +38.8% | -87.5% | -61.6% |
| YTD | -26.1% | -2.1% | -24.0% | -31.8% |
| 1Y | -58.2% | -6.0% | -52.1% | -60.3% |
| 3Y | -28.1% | +149.8% | -177.8% | -68.8% |
| 5Y | -91.3% | -42.8% | -48.5% | -91.1% |
| All | -81.4% | -46.7% | -34.7% | -81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling