+470.5%
MARA vs EOSE
-60.6%
+531.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +5.1% |
| 7D | +5.9% | +1.8% | +4.1% | +5.3% |
| 30D | +24.3% | -6.8% | +31.1% | +25.1% |
| 3M | -12.0% | -36.3% | +24.3% | -3.5% |
| 6M | +40.1% | -38.8% | +78.9% | +49.4% |
| YTD | +33.4% | -65.5% | +98.9% | +59.0% |
| 1Y | -23.7% | -45.3% | +21.5% | -21.2% |
| 3Y | +19.0% | +44.2% | -25.2% | -29.4% |
| 5Y | -66.5% | -69.5% | +3.0% | -78.5% |
| All | +470.5% | -60.6% | +531.1% | +253.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling