-66.6%
MARA vs AEIS
+233.3%
-300.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.8% |
| 7D | +13.8% | +6.5% | +7.4% | +7.7% |
| 30D | +24.7% | -9.2% | +33.9% | +34.6% |
| 3M | -10.4% | -8.3% | -2.1% | -9.0% |
| 6M | +37.6% | -6.3% | +44.0% | +27.9% |
| YTD | +32.7% | +36.5% | -3.8% | -19.8% |
| 1Y | -25.2% | +84.8% | -109.9% | -68.3% |
| 3Y | +9.3% | +176.6% | -167.3% | -73.2% |
| All | -66.6% | +233.3% | -300.0% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling