-67.7%
MARA vs BROS
+35.1%
-102.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.8% | +4.3% |
| 7D | +5.9% | -5.8% | +11.7% | +8.9% |
| 30D | +24.3% | -14.0% | +38.2% | +32.8% |
| 3M | -12.0% | -32.5% | +20.5% | +3.3% |
| 6M | +40.1% | -14.9% | +55.0% | +44.3% |
| YTD | +33.4% | -28.3% | +61.7% | +49.5% |
| 1Y | -23.7% | -34.0% | +10.2% | -12.1% |
| 3Y | +19.0% | +63.0% | -44.0% | -23.1% |
| All | -67.7% | +35.1% | -102.7% | -72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling