+25.5%
BA vs MARA
-79.2%
+104.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | +0.4% |
| 7D | -1.4% | +11.5% | -12.9% | -2.0% |
| 30D | -7.9% | -18.9% | +11.0% | -7.1% |
| 3M | -25.2% | -20.9% | -4.3% | -24.7% |
| 6M | -26.7% | -42.8% | +16.1% | -25.3% |
| YTD | -19.6% | -14.7% | -4.9% | -20.2% |
| 1Y | -10.6% | -47.6% | +37.1% | -9.1% |
| 3Y | -11.2% | -20.3% | +9.0% | -15.2% |
| 5Y | -20.4% | -89.2% | +68.7% | -22.1% |
| All | +25.5% | -79.2% | +104.7% | +3.0% |
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