-22.1%
BA vs MARA
-90.9%
+68.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.5% | -0.2% |
| 7D | +1.1% | -6.2% | +7.3% | +1.5% |
| 30D | -7.9% | -38.7% | +30.8% | -3.9% |
| 3M | -25.3% | -40.4% | +15.1% | -22.3% |
| 6M | -24.6% | -51.3% | +26.7% | -20.5% |
| YTD | -20.1% | -29.3% | +9.2% | -19.9% |
| 1Y | -11.8% | -60.2% | +48.5% | -6.6% |
| 3Y | -10.1% | -31.3% | +21.1% | -18.8% |
| All | -22.1% | -90.9% | +68.8% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling