-59.5%
MARA vs USAR
-19.4%
-40.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.1% |
| 7D | +10.1% | -0.8% | +10.9% | +10.0% |
| 30D | -15.1% | -20.9% | +5.9% | -12.4% |
| 3M | -24.1% | -56.2% | +32.0% | -15.8% |
| 6M | -45.2% | -67.9% | +22.7% | -37.4% |
| YTD | -22.2% | -31.4% | +9.3% | -16.7% |
| 1Y | -45.3% | -45.1% | -0.3% | -40.8% |
| 3Y | -23.9% | -20.3% | -3.5% | -19.9% |
| All | -59.5% | -19.4% | -40.1% | -60.5% |
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