-84.6%
MARA vs ALLY
+98.6%
-183.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +3.3% |
| 7D | +11.5% | -2.8% | +14.3% | +13.6% |
| 30D | -18.9% | +1.9% | -20.7% | -20.2% |
| 3M | -20.9% | -12.1% | -8.7% | -14.4% |
| 6M | -42.8% | -9.0% | -33.8% | -39.5% |
| YTD | -14.7% | -12.9% | -1.8% | -7.5% |
| 1Y | -47.6% | -0.1% | -47.6% | -48.4% |
| 3Y | -20.3% | +64.6% | -84.9% | -41.6% |
| 5Y | -89.2% | -10.1% | -79.1% | -88.3% |
| 10Y | -79.2% | +176.7% | -255.9% | -86.7% |
| All | -84.6% | +98.6% | -183.1% | -89.2% |
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