-75.3%
MARA vs AA
+123.1%
-198.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.8% | +0.7% | -1.4% |
| 7D | -1.5% | -5.4% | +3.9% | +1.7% |
| 30D | +18.1% | -10.7% | +28.8% | +25.9% |
| 3M | -9.4% | -26.2% | +16.7% | +6.5% |
| 6M | +33.4% | -20.9% | +54.3% | +46.1% |
| YTD | +27.3% | -8.6% | +35.9% | +27.9% |
| 1Y | -27.9% | +57.4% | -85.3% | -47.6% |
| 3Y | +4.8% | +77.8% | -73.0% | -33.8% |
| 5Y | -68.0% | +2.7% | -70.7% | -73.4% |
| All | -75.3% | +123.1% | -198.3% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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