+478.5%
GS vs MARA
-80.5%
+559.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.6% | +0.1% | +4.4% |
| 7D | +0.8% | +3.3% | -2.4% | +0.6% |
| 30D | +1.2% | -31.2% | +32.4% | +3.0% |
| 3M | -12.4% | -34.2% | +21.8% | -10.9% |
| 6M | -2.3% | -48.7% | +46.4% | +0.3% |
| YTD | +4.6% | -26.1% | +30.7% | +5.0% |
| 1Y | +17.5% | -58.2% | +75.7% | +20.9% |
| 3Y | +202.0% | -28.1% | +230.1% | +194.8% |
| 5Y | +152.4% | -91.3% | +243.6% | +152.1% |
| 10Y | +478.5% | -82.1% | +560.6% | +406.1% |
| All | +478.5% | -80.5% | +559.0% | +406.1% |
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 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