+568.4%
MA vs MARA
-80.1%
+648.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.5% | -10.1% | +0.1% |
| 7D | +1.8% | +2.5% | -0.7% | +1.6% |
| 30D | +11.8% | -23.9% | +35.8% | +12.7% |
| 3M | +17.2% | -23.2% | +40.4% | +17.7% |
| 6M | +33.4% | -43.3% | +76.7% | +35.0% |
| YTD | +16.1% | -18.3% | +34.4% | +15.4% |
| 1Y | +19.9% | -52.9% | +72.8% | +21.4% |
| 3Y | +70.1% | -23.6% | +93.7% | +64.2% |
| 5Y | +89.6% | -88.7% | +178.3% | +85.4% |
| 10Y | +568.4% | -80.3% | +648.7% | +470.6% |
| All | +568.4% | -80.1% | +648.6% | +470.6% |
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