+96.0%
MA vs MARA
-91.9%
+187.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.2% |
| 7D | -0.3% | +3.3% | -3.6% | -0.7% |
| 30D | +11.3% | -31.2% | +42.5% | +13.5% |
| 3M | +16.7% | -34.2% | +50.9% | +18.7% |
| 6M | +32.8% | -48.7% | +81.5% | +36.3% |
| YTD | +15.6% | -26.1% | +41.7% | +14.7% |
| 1Y | +19.6% | -58.2% | +77.7% | +23.1% |
| 3Y | +72.1% | -28.1% | +100.2% | +57.5% |
| 5Y | +96.0% | -91.3% | +187.3% | +87.4% |
| All | +96.0% | -91.9% | +187.9% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling