-82.2%
MARA vs TOST
-46.9%
-35.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.4% | +9.4% | +9.0% |
| 7D | -6.2% | +9.4% | -15.6% | -12.5% |
| 30D | -38.7% | +13.5% | -52.2% | -44.4% |
| 3M | -40.4% | -0.1% | -40.2% | -41.9% |
| 6M | -51.3% | +22.5% | -73.7% | -60.8% |
| YTD | -29.3% | -2.4% | -26.9% | -34.6% |
| 1Y | -60.2% | -4.7% | -55.5% | -62.7% |
| 3Y | -31.3% | +103.2% | -134.5% | -65.6% |
| 5Y | -90.1% | -41.2% | -48.8% | -90.0% |
| All | -82.2% | -46.9% | -35.3% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling