+177.8%
BA vs MARA
-88.0%
+265.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.5% | +0.3% |
| 7D | +1.1% | -6.2% | +7.3% | +1.2% |
| 30D | -7.9% | -38.7% | +30.8% | -6.6% |
| 3M | -25.3% | -40.4% | +15.1% | -24.3% |
| 6M | -24.6% | -51.3% | +26.7% | -23.2% |
| YTD | -20.1% | -29.3% | +9.2% | -20.0% |
| 1Y | -11.8% | -60.2% | +48.5% | -10.1% |
| 3Y | -10.1% | -31.3% | +21.1% | -12.0% |
| 5Y | -22.7% | -90.1% | +67.3% | -23.4% |
| 10Y | +35.1% | -81.2% | +116.3% | +20.0% |
| All | +177.8% | -88.0% | +265.8% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling