-33.7%
MARA vs BTSG
+421.3%
-455.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +3.1% |
| 7D | +15.6% | +5.7% | +9.9% | +12.6% |
| 30D | +17.2% | +0.2% | +17.0% | +16.6% |
| 3M | -14.2% | +5.6% | -19.8% | -17.9% |
| 6M | +47.7% | +50.8% | -3.1% | +15.5% |
| YTD | +31.7% | +67.0% | -35.3% | -2.7% |
| 1Y | -22.2% | +145.5% | -167.7% | -53.4% |
| All | -33.7% | +421.3% | -455.1% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling