+240.0%
BA vs MARA
-78.7%
+318.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.9% |
| 7D | +1.2% | +6.0% | -4.8% | +0.9% |
| 30D | -11.6% | +0.6% | -12.3% | -11.8% |
| 3M | -2.4% | -18.5% | +16.1% | -2.1% |
| 6M | -6.6% | +21.7% | -28.4% | -7.7% |
| YTD | -2.2% | +25.9% | -28.2% | -3.7% |
| 1Y | -8.0% | -25.1% | +17.1% | -8.1% |
| 3Y | -5.0% | -5.7% | +0.8% | -8.0% |
| 5Y | -2.7% | -73.9% | +71.2% | -6.0% |
| 10Y | +75.9% | -75.6% | +151.5% | +54.0% |
| All | +240.0% | -78.7% | +318.7% | +197.9% |
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