-30.6%
MARA vs USAR
+53.8%
-84.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.0% | +7.8% | +5.2% |
| 7D | +5.9% | -11.6% | +17.6% | +7.5% |
| 30D | +24.3% | -15.5% | +39.8% | +26.7% |
| 3M | -12.0% | -31.0% | +19.1% | -8.6% |
| 6M | +40.1% | -26.2% | +66.3% | +43.6% |
| YTD | +33.4% | +30.8% | +2.7% | +31.4% |
| 1Y | -23.7% | +7.1% | -30.8% | -23.1% |
| 3Y | +19.0% | +53.0% | -34.0% | +6.9% |
| All | -30.6% | +53.8% | -84.3% | -37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling