+303.5%
EWY vs MARA
-74.3%
+377.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.8% | -1.6% | +3.0% |
| 7D | -0.1% | +5.9% | -6.0% | -0.3% |
| 30D | +7.3% | +24.3% | -17.0% | +6.1% |
| 3M | -5.1% | -12.0% | +6.8% | -4.7% |
| 6M | +42.1% | +40.1% | +1.9% | +40.0% |
| YTD | +94.1% | +33.4% | +60.7% | +91.3% |
| 1Y | +147.8% | -23.7% | +171.6% | +148.8% |
| 3Y | +222.9% | +19.0% | +204.0% | +210.1% |
| 5Y | +150.6% | -66.5% | +217.1% | +139.6% |
| All | +303.5% | -74.3% | +377.8% | +256.0% |
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