+19.0%
MARA vs BITO
+149.6%
-130.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +5.9% | -3.4% | +9.4% | +10.5% |
| 30D | +24.3% | +21.4% | +2.9% | -1.3% |
| 3M | -12.0% | +20.5% | -32.5% | -29.7% |
| 6M | +40.1% | +7.4% | +32.7% | +28.2% |
| YTD | +33.4% | -13.9% | +47.3% | +63.7% |
| 1Y | -23.7% | -35.1% | +11.3% | +33.9% |
| 3Y | +19.0% | +156.8% | -137.9% | -66.4% |
| All | +19.0% | +149.6% | -130.7% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 3y: compounded portfolio wealth divided by compounded BITO 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…
3y analysis · Full analysis span regression · 6 months rolling