-90.1%
MARA vs AEIS
+2,156.2%
-2,246.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +2.7% |
| 7D | +15.6% | +8.1% | +7.5% | +9.8% |
| 30D | +17.2% | -11.1% | +28.4% | +26.4% |
| 3M | -14.2% | -5.6% | -8.5% | -13.4% |
| 6M | +47.7% | -0.6% | +48.3% | +39.3% |
| YTD | +31.7% | +38.0% | -6.3% | -2.7% |
| 1Y | -22.2% | +87.2% | -109.4% | -53.6% |
| 3Y | +8.4% | +179.7% | -171.3% | -50.8% |
| 5Y | -68.3% | +241.7% | -310.0% | -86.1% |
| 10Y | -74.9% | +547.2% | -622.0% | -91.2% |
| All | -90.1% | +2,156.2% | -2,246.3% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling