+41.4%
GS vs MARA
-28.1%
+69.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.4% |
| 7D | +0.9% | +6.0% | -5.1% | +0.1% |
| 30D | -1.6% | +0.6% | -2.2% | -2.0% |
| 3M | -4.5% | -18.5% | +14.0% | -3.0% |
| 6M | +20.9% | +21.7% | -0.9% | +17.0% |
| YTD | +19.9% | +25.9% | -6.1% | +14.0% |
| 1Y | +41.4% | -25.1% | +66.6% | +42.1% |
| All | +41.4% | -28.1% | +69.5% | +42.1% |
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