-80.3%
MARA vs ALLY
+182.8%
-263.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.2% | +12.8% | +12.2% |
| 7D | +2.5% | -0.7% | +3.2% | +2.7% |
| 30D | -23.9% | +1.1% | -25.1% | -25.0% |
| 3M | -23.2% | -13.2% | -10.0% | -15.8% |
| 6M | -43.3% | -13.5% | -29.8% | -37.6% |
| YTD | -18.3% | -14.3% | -4.0% | -9.9% |
| 1Y | -52.9% | -1.1% | -51.7% | -53.4% |
| 3Y | -23.6% | +62.0% | -85.6% | -45.3% |
| 5Y | -88.7% | -9.6% | -79.0% | -87.7% |
| 10Y | -80.3% | +176.0% | -256.3% | -85.6% |
| All | -80.3% | +182.8% | -263.1% | -85.6% |
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