-69.5%
MARA vs BROS
+43.3%
-112.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.8% |
| 7D | +6.0% | -6.7% | +12.7% | +9.2% |
| 30D | +0.6% | -29.1% | +29.7% | +16.8% |
| 3M | -18.5% | -16.7% | -1.8% | -13.6% |
| 6M | +21.7% | -11.6% | +33.4% | +23.3% |
| YTD | +25.9% | -23.9% | +49.9% | +37.3% |
| 1Y | -25.1% | -34.8% | +9.6% | -13.3% |
| 3Y | -5.7% | +62.1% | -67.8% | -38.9% |
| All | -69.5% | +43.3% | -112.8% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling