-58.7%
MARA vs BROS
-18.6%
-40.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.3% |
| 7D | -6.5% | +2.5% | -9.0% | -7.2% |
| 30D | -38.5% | +15.1% | -53.6% | -41.1% |
| 3M | -41.5% | -31.4% | -10.1% | -34.5% |
| 6M | -41.9% | -22.6% | -19.3% | -39.2% |
| YTD | -23.5% | -28.1% | +4.6% | -19.6% |
| 1Y | -58.7% | -20.3% | -38.4% | -58.3% |
| All | -58.7% | -18.6% | -40.1% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling