-23.7%
MARA vs EFA
+18.9%
-42.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +2.5% |
| 7D | +5.9% | -1.5% | +7.4% | +9.8% |
| 30D | +24.3% | -1.7% | +25.9% | +29.9% |
| 3M | -12.0% | +3.5% | -15.5% | -18.0% |
| 6M | +40.1% | +9.5% | +30.6% | +16.9% |
| YTD | +33.4% | +12.9% | +20.5% | +2.0% |
| 1Y | -23.7% | +18.2% | -41.9% | -47.7% |
| All | -23.7% | +18.9% | -42.7% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling