+23.4%
BA vs MARA
-80.4%
+103.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.0% | +4.3% | -1.4% |
| 7D | -0.6% | +22.4% | -23.0% | -1.7% |
| 30D | -8.0% | -21.0% | +13.0% | -7.1% |
| 3M | -25.8% | -25.3% | -0.5% | -25.1% |
| 6M | -27.6% | -43.4% | +15.8% | -26.1% |
| YTD | -21.0% | -19.8% | -1.2% | -21.3% |
| 1Y | -12.3% | -50.0% | +37.8% | -10.6% |
| 3Y | -12.8% | -25.1% | +12.3% | -16.4% |
| 5Y | -22.4% | -90.5% | +68.2% | -23.5% |
| All | +23.4% | -80.4% | +103.8% | +1.6% |
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