-90.0%
MARA vs BNS
+240.6%
-330.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.7% |
| 7D | +13.8% | -1.3% | +15.1% | +15.7% |
| 30D | +24.7% | +4.0% | +20.7% | +18.3% |
| 3M | -10.4% | +13.8% | -24.2% | -23.4% |
| 6M | +37.6% | +32.7% | +5.0% | -2.1% |
| YTD | +32.7% | +27.6% | +5.1% | -0.9% |
| 1Y | -25.2% | +47.4% | -72.6% | -52.9% |
| 3Y | +9.3% | +129.0% | -119.7% | -58.1% |
| 5Y | -69.3% | +92.7% | -162.1% | -84.5% |
| 10Y | -73.6% | +182.1% | -255.7% | -90.6% |
| All | -90.0% | +240.6% | -330.6% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling