+22.5%
MA vs MARA
-60.7%
+83.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.1% | +8.0% | +3.8% |
| 7D | +10.2% | -6.5% | +16.8% | +10.1% |
| 30D | +19.3% | -38.5% | +57.8% | +17.9% |
| 3M | +18.0% | -41.5% | +59.5% | +16.6% |
| 6M | +33.7% | -41.9% | +75.6% | +31.9% |
| YTD | +18.6% | -23.5% | +42.1% | +16.7% |
| 1Y | +22.5% | -58.7% | +81.1% | +23.1% |
| All | +22.5% | -60.7% | +83.2% | +23.1% |
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