-49.8%
MARA vs TOST
-9.1%
-40.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.7% | +11.3% | +10.6% |
| 7D | +2.5% | +3.0% | -0.4% | +2.1% |
| 30D | -23.9% | +10.3% | -34.2% | -25.1% |
| 3M | -23.2% | -3.3% | -19.9% | -22.9% |
| 6M | -43.3% | +37.8% | -81.1% | -47.9% |
| YTD | -18.3% | -2.8% | -15.5% | -23.6% |
| All | -49.8% | -9.1% | -40.7% | -51.6% |
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