-43.4%
MARA vs USAR
-68.7%
+25.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.6% | -5.0% |
| 7D | +22.4% | +8.8% | +13.7% | +17.1% |
| 30D | -21.0% | -28.5% | +7.5% | -10.2% |
| 3M | -25.3% | -56.2% | +30.9% | +1.0% |
| 6M | -43.4% | -68.4% | +25.0% | -18.1% |
| All | -43.4% | -68.7% | +25.3% | -18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling