-25.1%
MARA vs EOSE
-49.1%
+23.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.9% | -13.4% | -5.6% |
| 7D | +6.0% | +19.0% | -13.0% | 0.0% |
| 30D | +0.6% | +1.6% | -0.9% | -1.2% |
| 3M | -18.5% | -52.0% | +33.5% | -2.9% |
| 6M | +21.7% | -42.5% | +64.3% | +33.0% |
| YTD | +25.9% | -66.1% | +92.1% | +54.2% |
| 1Y | -25.1% | -47.1% | +22.0% | -29.8% |
| All | -25.1% | -49.1% | +23.9% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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