+72.3%
BA vs MARA
-74.0%
+146.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.6% | -5.3% | -1.0% |
| 7D | +2.5% | +15.6% | -13.2% | +1.6% |
| 30D | -10.1% | +17.2% | -27.4% | -11.1% |
| 3M | -2.4% | -14.2% | +11.7% | -2.1% |
| 6M | -8.8% | +47.7% | -56.5% | -11.3% |
| YTD | -2.9% | +31.7% | -34.7% | -5.5% |
| 1Y | -8.8% | -22.2% | +13.4% | -9.1% |
| 3Y | -0.3% | +8.4% | -8.7% | -6.3% |
| 5Y | -0.3% | -68.3% | +68.0% | -6.8% |
| 10Y | +72.3% | -74.9% | +147.2% | +45.0% |
| All | +72.3% | -74.0% | +146.3% | +45.0% |
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