+164.3%
EWY vs MARA
-28.1%
+192.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.1% | +5.4% |
| 7D | +4.8% | +6.0% | -1.2% | +2.6% |
| 30D | +11.7% | +0.6% | +11.0% | +10.3% |
| 3M | -7.4% | -18.5% | +11.1% | -3.1% |
| 6M | +40.6% | +21.7% | +18.8% | +34.9% |
| YTD | +94.3% | +25.9% | +68.3% | +84.0% |
| 1Y | +164.3% | -25.1% | +189.4% | +164.6% |
| All | +164.3% | -28.1% | +192.4% | +164.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling