-90.0%
MARA vs EFA
+212.5%
-302.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +3.0% |
| 7D | +13.8% | -0.5% | +14.3% | +15.0% |
| 30D | +24.7% | -1.3% | +26.0% | +28.6% |
| 3M | -10.4% | +5.2% | -15.6% | -18.4% |
| 6M | +37.6% | +9.4% | +28.3% | +16.6% |
| YTD | +32.7% | +12.7% | +20.0% | +7.8% |
| 1Y | -25.2% | +19.3% | -44.4% | -45.5% |
| 3Y | +9.3% | +66.3% | -57.1% | -57.0% |
| 5Y | -69.3% | +53.4% | -122.7% | -83.4% |
| 10Y | -73.6% | +144.4% | -218.0% | -92.0% |
| All | -90.0% | +212.5% | -302.5% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling