-69.1%
MARA vs BROS
+33.7%
-102.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -2.5% |
| 7D | -1.5% | -6.1% | +4.6% | +1.4% |
| 30D | +18.1% | -12.4% | +30.4% | +25.0% |
| 3M | -9.4% | -27.9% | +18.5% | +3.0% |
| 6M | +33.4% | -16.8% | +50.2% | +38.8% |
| YTD | +27.3% | -29.0% | +56.3% | +43.3% |
| 1Y | -27.9% | -33.2% | +5.3% | -17.5% |
| 3Y | +4.8% | +56.8% | -52.0% | -30.9% |
| All | -69.1% | +33.7% | -102.8% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling