-69.3%
MARA vs CLSK
-60.8%
-8.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.8% | -2.0% | +3.9% |
| 7D | +5.9% | +7.7% | -1.8% | +4.9% |
| 30D | +24.3% | +12.2% | +12.0% | +22.8% |
| 3M | -12.0% | -15.5% | +3.5% | -9.4% |
| 6M | +40.1% | +39.3% | +0.8% | +35.9% |
| YTD | +33.4% | +35.1% | -1.7% | +31.0% |
| 1Y | -23.7% | +34.0% | -57.8% | -24.7% |
| 3Y | +19.0% | +226.3% | -207.3% | +15.7% |
| 5Y | -66.5% | +6.4% | -72.9% | -65.7% |
| All | -69.3% | -60.8% | -8.5% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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