-32.9%
MARA vs BTSG
+389.4%
-422.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.3% | +4.1% |
| 7D | +5.9% | -3.3% | +9.2% | +7.8% |
| 30D | +24.3% | -1.6% | +25.9% | +24.8% |
| 3M | -12.0% | -6.9% | -5.1% | -10.2% |
| 6M | +40.1% | +42.1% | -2.0% | +12.8% |
| YTD | +33.4% | +56.8% | -23.4% | +1.7% |
| 1Y | -23.7% | +109.8% | -133.6% | -50.4% |
| All | -32.9% | +389.4% | -422.3% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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