+593.1%
MA vs MARA
-81.0%
+674.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.4% |
| 7D | +1.3% | +10.1% | -8.8% | +0.9% |
| 30D | +9.6% | -15.1% | +24.7% | +10.0% |
| 3M | +16.8% | -24.1% | +40.9% | +17.4% |
| 6M | +35.2% | -45.2% | +80.4% | +37.0% |
| YTD | +16.6% | -22.2% | +38.7% | +16.0% |
| 1Y | +19.8% | -45.3% | +65.1% | +20.6% |
| 3Y | +70.7% | -23.9% | +94.6% | +64.7% |
| 5Y | +87.4% | -90.8% | +178.2% | +84.2% |
| All | +593.1% | -81.0% | +674.1% | +510.5% |
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