-55.6%
MARA vs USAR
-18.3%
-37.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.4% | 0.0% | +3.8% |
| 7D | +11.5% | +0.8% | +10.7% | +11.3% |
| 30D | -18.9% | -30.1% | +11.2% | -14.9% |
| 3M | -20.9% | -56.3% | +35.4% | -12.2% |
| 6M | -42.8% | -68.6% | +25.8% | -34.6% |
| YTD | -14.7% | -30.5% | +15.8% | -8.8% |
| 1Y | -47.6% | -53.5% | +5.8% | -43.0% |
| 3Y | -20.3% | -19.3% | -1.0% | -16.3% |
| All | -55.6% | -18.3% | -37.3% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling