-50.0%
MARA vs USAR
-54.5%
+4.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.6% | -5.1% |
| 7D | +22.4% | +8.8% | +13.7% | +17.9% |
| 30D | -21.0% | -28.5% | +7.5% | -11.1% |
| 3M | -25.3% | -56.2% | +30.9% | -0.9% |
| 6M | -43.4% | -68.4% | +25.0% | -18.2% |
| YTD | -19.8% | -32.2% | +12.4% | -16.9% |
| 1Y | -50.0% | -52.3% | +2.3% | -42.6% |
| All | -50.0% | -54.5% | +4.4% | -42.6% |
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