+1,331.1%
MA vs MARA
-78.7%
+1,409.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -1.1% |
| 7D | -2.7% | +6.0% | -8.7% | -2.8% |
| 30D | +1.5% | +0.6% | +0.9% | +1.4% |
| 3M | +20.4% | -18.5% | +38.9% | +20.6% |
| 6M | +11.1% | +21.7% | -10.6% | +10.1% |
| YTD | +2.0% | +25.9% | -24.0% | +0.7% |
| 1Y | -2.2% | -25.1% | +23.0% | -2.4% |
| 3Y | +41.9% | -5.7% | +47.6% | +38.1% |
| 5Y | +75.4% | -73.9% | +149.3% | +70.2% |
| 10Y | +527.5% | -75.6% | +603.2% | +453.3% |
| All | +1,331.1% | -78.7% | +1,409.8% | +1,140.8% |
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