-91.6%
MARA vs ALLY
-9.5%
-82.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.7% | +9.7% | +9.5% |
| 7D | -6.2% | +0.9% | -7.1% | -7.5% |
| 30D | -38.7% | +3.1% | -41.8% | -40.7% |
| 3M | -40.4% | -12.6% | -27.8% | -33.5% |
| 6M | -51.3% | -12.4% | -38.8% | -45.8% |
| YTD | -29.3% | -13.2% | -16.1% | -21.5% |
| 1Y | -60.2% | +1.8% | -62.0% | -62.1% |
| 3Y | -31.3% | +58.0% | -89.2% | -55.5% |
| All | -91.6% | -9.5% | -82.1% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling