-74.1%
MARA vs EFA
+146.6%
-220.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +2.5% |
| 7D | +5.9% | -1.5% | +7.4% | +9.7% |
| 30D | +24.3% | -1.7% | +25.9% | +29.8% |
| 3M | -12.0% | +3.5% | -15.5% | -17.9% |
| 6M | +40.1% | +9.5% | +30.6% | +15.5% |
| YTD | +33.4% | +12.9% | +20.5% | +4.6% |
| 1Y | -23.7% | +18.2% | -41.9% | -45.9% |
| 3Y | +19.0% | +64.8% | -45.9% | -58.9% |
| 5Y | -66.5% | +53.9% | -120.4% | -84.1% |
| All | -74.1% | +146.6% | -220.7% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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