-25.1%
MARA vs USAR
+27.9%
-53.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +6.0% | -2.1% | +8.1% | +6.7% |
| 30D | +0.6% | +2.6% | -2.0% | -1.2% |
| 3M | -18.5% | -35.0% | +16.5% | -9.0% |
| 6M | +21.7% | -6.9% | +28.6% | +19.3% |
| YTD | +25.9% | +48.0% | -22.0% | +7.3% |
| 1Y | -25.1% | +24.8% | -50.0% | -23.3% |
| All | -25.1% | +27.9% | -53.0% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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