-3.7%
MARA vs BIYA
-99.8%
+96.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +13.8% | +2.7% | +11.1% | +13.9% |
| 30D | +24.7% | -16.7% | +41.4% | +24.5% |
| 3M | -10.4% | -74.6% | +64.2% | -10.5% |
| 6M | +37.6% | -85.4% | +123.0% | +36.8% |
| YTD | +32.7% | -94.2% | +126.9% | +38.1% |
| 1Y | -25.2% | -98.6% | +73.4% | -16.9% |
| All | -3.7% | -99.8% | +96.0% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 5y: compounded portfolio wealth divided by compounded BIYA 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…
5y analysis · Full analysis span regression · 6 months rolling