-73.6%
MARA vs ES
+83.1%
-156.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.2% |
| 7D | +13.8% | 0.0% | +13.8% | +13.9% |
| 30D | +24.7% | -1.0% | +25.7% | +25.0% |
| 3M | -10.4% | +1.5% | -11.9% | -11.2% |
| 6M | +37.6% | -3.5% | +41.1% | +38.2% |
| YTD | +32.7% | +7.0% | +25.8% | +29.0% |
| 1Y | -25.2% | +15.3% | -40.5% | -29.0% |
| 3Y | +9.3% | +30.2% | -20.9% | -1.6% |
| 5Y | -69.3% | -4.3% | -65.1% | -70.2% |
| 10Y | -73.6% | +87.5% | -161.1% | -75.6% |
| All | -73.6% | +83.1% | -156.7% | -75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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