+1,389.8%
COST vs MARA
-77.5%
+1,467.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -2.8% | +13.8% | -16.6% | -3.0% |
| 30D | -5.3% | +24.7% | -29.9% | -5.6% |
| 3M | -6.7% | -10.4% | +3.8% | -6.7% |
| 6M | -9.9% | +37.6% | -47.6% | -10.6% |
| YTD | +5.1% | +32.7% | -27.6% | +4.3% |
| 1Y | -7.3% | -25.2% | +17.9% | -7.4% |
| 3Y | +70.4% | +9.3% | +61.1% | +67.5% |
| 5Y | +104.4% | -69.3% | +173.8% | +100.3% |
| 10Y | +609.0% | -73.6% | +682.6% | +570.1% |
| All | +1,389.8% | -77.5% | +1,467.3% | +1,323.8% |
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