-87.2%
MARA vs ALLY
+98.1%
-185.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.7% | +9.7% | +9.1% |
| 7D | -6.2% | +0.9% | -7.1% | -7.2% |
| 30D | -38.7% | +3.1% | -41.8% | -40.2% |
| 3M | -40.4% | -12.6% | -27.8% | -35.2% |
| 6M | -51.3% | -12.4% | -38.8% | -47.1% |
| YTD | -29.3% | -13.2% | -16.1% | -23.1% |
| 1Y | -60.2% | +1.8% | -62.0% | -61.3% |
| 3Y | -31.3% | +58.0% | -89.2% | -48.3% |
| 5Y | -90.1% | -8.4% | -81.6% | -89.3% |
| 10Y | -81.2% | +195.3% | -276.4% | -88.2% |
| All | -87.2% | +98.1% | -185.3% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling