+513.2%
MA vs MARA
-74.3%
+587.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -3.5% | +13.8% | -17.4% | -4.0% |
| 30D | +0.8% | +24.7% | -23.9% | -0.1% |
| 3M | +14.8% | -10.4% | +25.2% | +14.8% |
| 6M | +10.0% | +37.6% | -27.7% | +8.0% |
| YTD | -0.1% | +32.7% | -32.8% | -2.1% |
| 1Y | -2.2% | -25.2% | +23.0% | -2.5% |
| 3Y | +39.3% | +9.3% | +30.0% | +32.9% |
| 5Y | +66.3% | -69.3% | +135.7% | +57.9% |
| 10Y | +513.2% | -73.6% | +586.8% | +426.5% |
| All | +513.2% | -74.3% | +587.5% | +426.5% |
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