-87.4%
MARA vs TOST
-27.7%
-59.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.5% | -6.4% | -5.3% |
| 7D | +10.1% | 0.0% | +10.0% | +9.9% |
| 30D | -15.1% | +16.2% | -31.2% | -24.5% |
| 3M | -24.1% | -1.5% | -22.6% | -25.2% |
| 6M | -45.2% | +55.3% | -100.5% | -62.3% |
| YTD | -22.2% | -2.3% | -19.8% | -28.2% |
| 1Y | -45.3% | -5.5% | -39.8% | -48.6% |
| 3Y | -23.9% | +151.1% | -175.0% | -67.7% |
| All | -87.4% | -27.7% | -59.6% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling