+74.3%
F vs MARA
-80.1%
+154.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.5% | -11.3% | -1.2% |
| 7D | +1.0% | +2.5% | -1.5% | +0.7% |
| 30D | +2.1% | -23.9% | +26.1% | +3.3% |
| 3M | -10.3% | -23.2% | +13.0% | -9.6% |
| 6M | +3.3% | -43.3% | +46.5% | +5.2% |
| YTD | -2.0% | -18.3% | +16.3% | -2.5% |
| 1Y | -2.3% | -52.9% | +50.6% | -0.3% |
| 3Y | +49.9% | -23.6% | +73.5% | +44.6% |
| 5Y | -12.5% | -88.7% | +76.2% | -14.5% |
| 10Y | +74.3% | -80.3% | +154.6% | +55.3% |
| All | +74.3% | -80.1% | +154.4% | +55.3% |
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