+28.1%
BA vs MARA
-80.5%
+108.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.6% | -5.2% | -0.8% |
| 7D | -1.7% | +3.3% | -5.0% | -2.0% |
| 30D | -9.5% | -31.2% | +21.7% | -7.9% |
| 3M | -26.5% | -34.2% | +7.7% | -25.3% |
| 6M | -27.4% | -48.7% | +21.3% | -25.5% |
| YTD | -20.6% | -26.1% | +5.5% | -20.6% |
| 1Y | -11.4% | -58.2% | +46.7% | -8.9% |
| 3Y | -10.8% | -28.1% | +17.2% | -14.3% |
| 5Y | -21.9% | -91.3% | +69.3% | -22.8% |
| 10Y | +28.1% | -82.1% | +110.3% | +7.2% |
| All | +28.1% | -80.5% | +108.7% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 10y: compounded portfolio wealth divided by compounded MARA 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…
10y analysis · Full analysis span regression · 6 months rolling