-57.4%
MARA vs TOST
-6.7%
-50.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +3.3% | +4.0% | -0.8% | +2.7% |
| 30D | -31.2% | +11.1% | -42.2% | -32.3% |
| 3M | -34.2% | +0.8% | -35.0% | -34.5% |
| 6M | -48.7% | +38.8% | -87.5% | -53.0% |
| YTD | -26.1% | -2.1% | -24.0% | -30.9% |
| All | -57.4% | -6.7% | -50.7% | -58.1% |
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