+317.7%
EWY vs MARA
-77.5%
+395.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +6.7% | +13.8% | -7.2% | +6.2% |
| 30D | +17.0% | +24.7% | -7.7% | +16.1% |
| 3M | +3.7% | -10.4% | +14.1% | +3.9% |
| 6M | +42.5% | +37.6% | +4.8% | +41.2% |
| YTD | +96.2% | +32.7% | +63.5% | +94.4% |
| 1Y | +160.4% | -25.2% | +185.5% | +161.2% |
| 3Y | +231.7% | +9.3% | +222.4% | +223.6% |
| 5Y | +153.3% | -69.3% | +222.6% | +146.4% |
| 10Y | +308.8% | -73.6% | +382.4% | +264.5% |
| All | +317.7% | -77.5% | +395.2% | +265.9% |
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