+632.4%
GEV vs MARA
-43.1%
+675.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.8% | -1.2% | +2.7% |
| 7D | +1.6% | +5.9% | -4.3% | +0.6% |
| 30D | -7.9% | +24.3% | -32.2% | -12.1% |
| 3M | +5.6% | -12.0% | +17.6% | +6.6% |
| 6M | +13.1% | +40.1% | -27.1% | +4.6% |
| YTD | +46.7% | +33.4% | +13.3% | +35.1% |
| 1Y | +51.3% | -23.7% | +75.0% | +50.9% |
| All | +632.4% | -43.1% | +675.5% | +622.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling