+18.4%
MARA vs USAR
+67.7%
-49.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.2% |
| 7D | +13.8% | -4.4% | +18.3% | +14.5% |
| 30D | +24.7% | -10.4% | +35.1% | +26.2% |
| 3M | -10.4% | -18.4% | +7.9% | -8.8% |
| 6M | +37.6% | -8.8% | +46.5% | +38.1% |
| YTD | +32.7% | +43.4% | -10.6% | +29.3% |
| 1Y | -25.2% | +21.0% | -46.2% | -25.3% |
| All | +18.4% | +67.7% | -49.4% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling