+19.0%
MARA vs BNS
+130.5%
-111.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.2% | +4.0% |
| 7D | +5.9% | -0.4% | +6.3% | +6.4% |
| 30D | +24.3% | +3.5% | +20.8% | +18.3% |
| 3M | -12.0% | +14.1% | -26.0% | -26.9% |
| 6M | +40.1% | +33.8% | +6.3% | -7.0% |
| YTD | +33.4% | +29.5% | +4.0% | -7.1% |
| 1Y | -23.7% | +48.4% | -72.1% | -56.5% |
| 3Y | +19.0% | +129.6% | -110.6% | -62.8% |
| All | +19.0% | +130.5% | -111.5% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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