+606.1%
COST vs MARA
-74.3%
+680.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.8% | -4.5% | +0.2% |
| 7D | -1.2% | +5.9% | -7.1% | -1.3% |
| 30D | -4.7% | +24.3% | -29.0% | -5.2% |
| 3M | -7.1% | -12.0% | +4.9% | -7.1% |
| 6M | -8.5% | +40.1% | -48.7% | -9.6% |
| YTD | +5.4% | +33.4% | -28.0% | +4.0% |
| 1Y | -5.6% | -23.7% | +18.1% | -5.9% |
| 3Y | +68.5% | +19.0% | +49.5% | +63.4% |
| 5Y | +105.2% | -66.5% | +171.7% | +98.0% |
| All | +606.1% | -74.3% | +680.3% | +613.6% |
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