+942.5%
GS vs MARA
-88.0%
+1,030.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.6% |
| 7D | -3.2% | -6.2% | +3.0% | -3.1% |
| 30D | -2.4% | -38.7% | +36.3% | -0.9% |
| 3M | -15.7% | -40.4% | +24.6% | -14.5% |
| 6M | -6.8% | -51.3% | +44.5% | -5.0% |
| YTD | -0.1% | -29.3% | +29.2% | +0.3% |
| 1Y | +12.1% | -60.2% | +72.3% | +14.4% |
| 3Y | +185.8% | -31.3% | +217.1% | +181.8% |
| 5Y | +140.1% | -90.1% | +230.1% | +139.6% |
| 10Y | +505.2% | -81.2% | +586.4% | +435.7% |
| All | +942.5% | -88.0% | +1,030.5% | +801.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling