-74.9%
MARA vs ALLY
+178.4%
-253.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.3% | +7.9% | +7.0% |
| 7D | +15.6% | +1.0% | +14.6% | +14.7% |
| 30D | +17.2% | -3.3% | +20.5% | +19.7% |
| 3M | -14.2% | +0.5% | -14.6% | -14.3% |
| 6M | +47.7% | +12.6% | +35.1% | +34.6% |
| YTD | +31.7% | -4.7% | +36.4% | +35.3% |
| 1Y | -22.2% | +5.2% | -27.4% | -25.5% |
| 3Y | +8.4% | +66.5% | -58.0% | -24.0% |
| 5Y | -68.3% | +0.2% | -68.5% | -67.8% |
| 10Y | -74.9% | +180.8% | -255.6% | -83.4% |
| All | -74.9% | +178.4% | -253.2% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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