-82.2%
MARA vs ES
+98.2%
-180.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.1% |
| 7D | +10.1% | +2.7% | +7.4% | +9.3% |
| 30D | -15.1% | +7.6% | -22.7% | -17.2% |
| 3M | -24.1% | +0.5% | -24.6% | -24.6% |
| 6M | -45.2% | +7.6% | -52.8% | -47.0% |
| YTD | -22.2% | +10.2% | -32.4% | -25.4% |
| 1Y | -45.3% | +1.8% | -47.1% | -46.3% |
| 3Y | -23.9% | +55.4% | -79.2% | -35.1% |
| 5Y | -90.8% | +7.3% | -98.1% | -91.3% |
| All | -82.2% | +98.2% | -180.4% | -84.4% |
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