+467.6%
MARA vs EOSE
-58.6%
+526.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.2% | +1.7% |
| 7D | +13.8% | +15.0% | -1.1% | +9.2% |
| 30D | +24.7% | +2.5% | +22.2% | +22.4% |
| 3M | -10.4% | -33.7% | +23.3% | -2.8% |
| 6M | +37.6% | -32.7% | +70.4% | +43.1% |
| YTD | +32.7% | -63.8% | +96.5% | +56.2% |
| 1Y | -25.2% | -40.5% | +15.4% | -24.4% |
| 3Y | +9.3% | +50.4% | -41.1% | -35.8% |
| 5Y | -69.3% | -68.6% | -0.8% | -80.5% |
| All | +467.6% | -58.6% | +526.2% | +246.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling