-74.1%
MARA vs AEIS
+562.2%
-636.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.9% | -0.1% | +1.0% |
| 7D | +5.9% | +2.3% | +3.7% | +4.2% |
| 30D | +24.3% | -14.8% | +39.1% | +39.9% |
| 3M | -12.0% | -15.6% | +3.6% | -3.5% |
| 6M | +40.1% | -8.7% | +48.8% | +38.3% |
| YTD | +33.4% | +37.3% | -3.9% | -7.6% |
| 1Y | -23.7% | +80.3% | -104.1% | -58.1% |
| 3Y | +19.0% | +177.9% | -159.0% | -54.8% |
| 5Y | -66.5% | +235.8% | -302.3% | -87.9% |
| All | -74.1% | +562.2% | -636.3% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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