-66.3%
MARA vs BWA
+87.2%
-153.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.5% | +3.4% | +3.7% |
| 7D | +5.9% | -1.3% | +7.2% | +6.9% |
| 30D | +24.3% | -2.9% | +27.2% | +26.7% |
| 3M | -12.0% | -10.7% | -1.3% | -4.2% |
| 6M | +40.1% | +26.5% | +13.7% | +15.4% |
| YTD | +33.4% | +49.1% | -15.7% | -10.5% |
| 1Y | -23.7% | +52.1% | -75.8% | -50.5% |
| 3Y | +19.0% | +72.6% | -53.6% | -34.1% |
| All | -66.3% | +87.2% | -153.5% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling