+13.5%
MARA vs AEIS
+160.8%
-147.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -1.2% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | +18.1% | -16.4% | +34.5% | +33.4% |
| 3M | -9.4% | -11.1% | +1.7% | -5.4% |
| 6M | +33.4% | -12.0% | +45.4% | +34.0% |
| YTD | +27.3% | +30.9% | -3.6% | -10.1% |
| 1Y | -27.9% | +74.3% | -102.3% | -60.7% |
| All | +13.5% | +160.8% | -147.3% | -53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling