-34.5%
MARA vs USAR
+74.0%
-108.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +6.0% | -2.1% | +8.1% | +6.3% |
| 30D | +0.6% | +2.6% | -2.0% | 0.0% |
| 3M | -18.5% | -35.0% | +16.5% | -14.9% |
| 6M | +21.7% | -6.9% | +28.6% | +21.8% |
| YTD | +25.9% | +48.0% | -22.0% | +22.2% |
| 1Y | -25.1% | +24.8% | -50.0% | -25.7% |
| 3Y | -5.7% | +73.2% | -79.0% | -17.2% |
| All | -34.5% | +74.0% | -108.5% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling