-22.2%
MARA vs TOST
-18.7%
-3.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +5.1% |
| 7D | +15.6% | -0.9% | +16.5% | +15.9% |
| 30D | +17.2% | -3.5% | +20.7% | +17.7% |
| 3M | -14.2% | +38.1% | -52.3% | -24.0% |
| 6M | +47.7% | +9.9% | +37.8% | +39.8% |
| YTD | +31.7% | -6.3% | +38.0% | +31.2% |
| 1Y | -22.2% | -18.3% | -3.9% | -15.6% |
| All | -22.2% | -18.7% | -3.4% | -15.6% |
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