-68.3%
MARA vs TOST
-48.0%
-20.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +6.0% | -3.4% | +9.4% | +8.6% |
| 30D | +0.6% | -2.4% | +3.1% | +1.4% |
| 3M | -18.5% | +34.6% | -53.1% | -36.2% |
| 6M | +21.7% | +15.2% | +6.5% | +3.3% |
| YTD | +25.9% | -4.4% | +30.3% | +20.3% |
| 1Y | -25.1% | -17.4% | -7.7% | -20.9% |
| 3Y | -5.7% | +54.5% | -60.2% | -41.1% |
| All | -68.3% | -48.0% | -20.3% | -67.2% |
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