-5.7%
MARA vs TOST
+55.9%
-61.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +6.0% | -3.4% | +9.4% | +8.2% |
| 30D | +0.6% | -2.4% | +3.1% | +1.3% |
| 3M | -18.5% | +34.6% | -53.1% | -34.4% |
| 6M | +21.7% | +15.2% | +6.5% | +5.5% |
| YTD | +25.9% | -4.4% | +30.3% | +22.4% |
| 1Y | -25.1% | -17.4% | -7.7% | -19.5% |
| All | -5.7% | +55.9% | -61.7% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling