+12.1%
GS vs MARA
-62.6%
+74.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -1.6% |
| 7D | -3.2% | -6.2% | +3.0% | -2.5% |
| 30D | -2.4% | -38.7% | +36.3% | +4.4% |
| 3M | -15.7% | -40.4% | +24.6% | -10.1% |
| 6M | -6.8% | -51.3% | +44.5% | +1.7% |
| YTD | -0.1% | -29.3% | +29.2% | +1.5% |
| 1Y | +12.1% | -60.2% | +72.3% | +26.0% |
| All | +12.1% | -62.6% | +74.7% | +26.0% |
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