-81.6%
MARA vs BAH
+199.5%
-281.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.1% |
| 7D | +22.4% | -2.6% | +25.0% | +23.5% |
| 30D | -21.0% | +20.4% | -41.3% | -27.1% |
| 3M | -25.3% | +11.9% | -37.2% | -29.8% |
| 6M | -43.4% | +17.1% | -60.5% | -48.6% |
| YTD | -19.8% | +5.5% | -25.4% | -24.3% |
| 1Y | -50.0% | +5.6% | -55.6% | -53.0% |
| 3Y | -25.1% | -26.5% | +1.5% | -18.9% |
| 5Y | -90.5% | +6.5% | -97.0% | -91.5% |
| All | -81.6% | +199.5% | -281.2% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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