-75.3%
MARA vs BAH
+207.1%
-282.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.8% | -8.9% | -6.1% |
| 7D | -1.5% | +2.4% | -3.9% | -2.6% |
| 30D | +18.1% | -2.9% | +21.0% | +18.9% |
| 3M | -9.4% | -1.3% | -8.1% | -10.5% |
| 6M | +33.4% | -0.9% | +34.3% | +31.1% |
| YTD | +27.3% | -8.2% | +35.5% | +28.5% |
| 1Y | -27.9% | -24.0% | -4.0% | -21.4% |
| 3Y | +4.8% | -28.1% | +32.9% | +14.6% |
| 5Y | -68.0% | +2.5% | -70.5% | -70.2% |
| All | -75.3% | +207.1% | -282.3% | -69.7% |
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