-82.2%
MARA vs ALLY
+174.3%
-256.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.5% |
| 7D | +10.1% | +0.4% | +9.7% | +9.7% |
| 30D | -15.1% | +5.2% | -20.3% | -18.7% |
| 3M | -24.1% | -13.3% | -10.8% | -16.6% |
| 6M | -45.2% | -6.7% | -38.5% | -42.8% |
| YTD | -22.2% | -12.8% | -9.3% | -15.2% |
| 1Y | -45.3% | +0.7% | -46.0% | -46.7% |
| 3Y | -23.9% | +65.2% | -89.1% | -46.2% |
| 5Y | -90.8% | -10.1% | -80.6% | -90.0% |
| All | -82.2% | +174.3% | -256.4% | -86.1% |
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