-82.2%
MARA vs BWA
+94.2%
-176.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | +10.1% | +4.3% | +5.8% | +6.7% |
| 30D | -15.1% | -13.0% | -2.1% | -5.5% |
| 3M | -24.1% | -24.8% | +0.7% | -6.8% |
| 6M | -45.2% | -23.5% | -21.7% | -33.2% |
| YTD | -22.2% | +13.8% | -36.0% | -32.7% |
| 1Y | -45.3% | +13.4% | -58.7% | -52.8% |
| 3Y | -23.9% | +62.8% | -86.6% | -51.1% |
| 5Y | -90.8% | +28.5% | -119.3% | -93.1% |
| All | -82.2% | +94.2% | -176.4% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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