+1,522.9%
MA vs MARA
-87.5%
+1,610.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.4% |
| 7D | -0.3% | +3.3% | -3.6% | -0.5% |
| 30D | +11.3% | -31.2% | +42.5% | +12.2% |
| 3M | +16.7% | -34.2% | +50.9% | +17.5% |
| 6M | +32.8% | -48.7% | +81.5% | +34.2% |
| YTD | +15.6% | -26.1% | +41.7% | +15.4% |
| 1Y | +19.6% | -58.2% | +77.7% | +20.9% |
| 3Y | +72.1% | -28.1% | +100.2% | +68.5% |
| 5Y | +96.0% | -91.3% | +187.3% | +94.4% |
| 10Y | +554.8% | -82.1% | +636.9% | +482.4% |
| All | +1,522.9% | -87.5% | +1,610.3% | +1,322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling