-75.3%
MARA vs BWA
+153.1%
-228.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.6% |
| 7D | -1.5% | -0.1% | -1.4% | -1.6% |
| 30D | +18.1% | -5.5% | +23.6% | +22.4% |
| 3M | -9.4% | -7.6% | -1.8% | -4.4% |
| 6M | +33.4% | +25.0% | +8.4% | +13.1% |
| YTD | +27.3% | +47.0% | -19.7% | -8.6% |
| 1Y | -27.9% | +54.0% | -81.9% | -50.7% |
| 3Y | +4.8% | +70.7% | -65.9% | -35.6% |
| 5Y | -68.0% | +86.7% | -154.7% | -81.5% |
| All | -75.3% | +153.1% | -228.4% | -89.1% |
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